How much do approximate derivatives hurt filter methods?

Caroline Sainvitu; Philippe Toint

doi:10.1051/ro/2009016

How much do approximate derivatives hurt filter methods?

Caroline Sainvitu, Philippe Toint

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Abstract

In this paper, we examine the influence of approximate first and/or second derivatives on the filter-trust-region algorithm designed for solving unconstrained nonlinear optimization problems and proposed by Gould, Sainvitu and Toint in [12]. Numerical experiments carried out on small-scaled unconstrained problems from the CUTEr collection describe the effect of the use of approximate derivatives on the robustness and the efficiency of the filter-trust-region method.

Original language	English
Pages (from-to)	309-329
Number of pages	21
Journal	RAIRO - Operations Research
Volume	43
Issue number	3
DOIs	https://doi.org/10.1051/ro/2009016
Publication status	Published - 1 Jul 2009

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10.1051/ro/2009016

Technical Report-06_2005Submitted manuscript, 162 KB

Cite this

@article{6315b723f5f24320aca1ea6039f7ea0b,

title = "How much do approximate derivatives hurt filter methods?",

abstract = "In this paper, we examine the influence of approximate first and/or second derivatives on the filter-trust-region algorithm designed for solving unconstrained nonlinear optimization problems and proposed by Gould, Sainvitu and Toint in [12]. Numerical experiments carried out on small-scaled unconstrained problems from the CUTEr collection describe the effect of the use of approximate derivatives on the robustness and the efficiency of the filter-trust-region method.",

author = "Caroline Sainvitu and Philippe Toint",

year = "2009",

month = jul,

day = "1",

doi = "10.1051/ro/2009016",

language = "English",

volume = "43",

pages = "309--329",

journal = "RAIRO - Operations Research",

issn = "0399-0559",