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Abstract
A mechanism for proving gobal convergence in filter-type methods for nonlinear
programming is described. Such methods are characterized by their use of the
dominance concept of multi-objective optimization, instead of a penalty
paremeter whose adjustment can be problematic. The main point of interest is
to demonstrate how convergence for NLP can be induced without forcing
sufficient descent in a penalty-type merit function. The proof relates to a
prototypical algorithm, within which is allowed a range of specific algorithm
choices associated with the Hessian matrix representation, updating the trust
region radius, and feasibility restoration.
Original language | English |
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Place of Publication | Namur |
Publisher | FUNDP, Faculté des Sciences. Département de Mathématique. |
Publication status | Published - 2000 |
Publication series
Name | Technical report |
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Publisher | Department of MAthematics, University of Namur |
Volume | 05 |
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Filter methods in nonlinear unconstrained or bound-constrained optimization
1/09/02 → 31/08/07
Project: PHD