A filter-trust-region method for simple-bound constrained optimization

C. Sainvitu; P.L. Toint

doi:10.1080/10556780701322970

A filter-trust-region method for simple-bound constrained optimization

C. Sainvitu, P.L. Toint

Universite de Namur

Résultats de recherche: Contribution à un journal/une revue › Article › Revue par des pairs

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Résumé

In this paper we propose a filter-trust-region algorithm for solving nonlinear optimization problems with simple bounds. It extends the technique of Gould et al. [Gould, N.I.M. Sainvitu, C. and Toint, Ph.L., 2005, A filter-trust-region method for unconstrained optimization. SIAM Journal on Optimization, 16(2), 341-357.] designed for unconstrained optimization problems. The two main ingredients of the method are a filter-trust-region algorithm and a gradient-projection method. The algorithm is shown to be globally convergent to at least one first-order critical point. Numerical experiments on a large set of problems are also reported.

langue originale	Anglais
Pages (de - à)	835-848
Nombre de pages	14
journal	Optimization Methods and Software
Volume	22
Numéro de publication	5
Les DOIs	https://doi.org/10.1080/10556780701322970
Etat de la publication	Publié - 1 oct. 2007

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10.1080/10556780701322970

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1 Terminé
1 Actif

ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire
Sartenaer, A. (Co-investigateur) & Toint, P. (Co-investigateur)
1/01/87 → …
Projet: Axe de recherche
Algorithmes de filtre pour les problèmes nonlinéaires
Toint, P. (Responsable du Projet) & SAINVITU, C. (Chercheur)
2/02/02 → 31/08/11
Projet: Recherche

Filter-trust-region methods for nonlinear optimization
Sainvitu, C. (Auteur)Toint, P. (Promoteur), Gould, N. I. M. (Jury), VICENTE, L. (Jury), Sartenaer, A. (Jury) & Strodiot, J.-J. (Jury), 17 avr. 2007
Student thesis: Doc types › Docteur en Sciences

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abstract = "In this paper we propose a filter-trust-region algorithm for solving nonlinear optimization problems with simple bounds. It extends the technique of Gould et al. [Gould, N.I.M. Sainvitu, C. and Toint, Ph.L., 2005, A filter-trust-region method for unconstrained optimization. SIAM Journal on Optimization, 16(2), 341-357.] designed for unconstrained optimization problems. The two main ingredients of the method are a filter-trust-region algorithm and a gradient-projection method. The algorithm is shown to be globally convergent to at least one first-order critical point. Numerical experiments on a large set of problems are also reported.",

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A filter-trust-region method for simple-bound constrained optimization

Résumé

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Autres fichiers et liens

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Projets

ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire

Algorithmes de filtre pour les problèmes nonlinéaires

Thèses de l'étudiant

Filter-trust-region methods for nonlinear optimization

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