How much do approximate derivatives hurt filter methods?

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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 languageEnglish
    Pages (from-to)309-329
    Number of pages21
    JournalRAIRO - Operations Research
    Volume43
    Issue number3
    DOIs
    Publication statusPublished - 1 Jul 2009

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