Global Convergence of a Non-monotone Trust-Region Filter Algorithm for Nonlinear Programming

Nick Gould; Philippe Toint

Global Convergence of a Non-monotone Trust-Region Filter Algorithm for Nonlinear Programming

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Résumé

A non-monotone variant of the trust-region SQP-filter algorithm analyzed in Fletcher, Gould, Leyffer, Toint and waechter (1999) is defined, that directly uses the dominated area of the filter as an acceptability criterion for trial points. It is proved that, under reasonable assumptions and for all possible choices of the starting point, the algorithm generates at least a subsequence converging to a first-order critical point

langue originale	Anglais
titre	Multiscale Optimization and Applications
rédacteurs en chef	P Pardalos, W Hager
Lieu de publication	Dordrecht
Editeur	Kluwer
Pages	129-154
Nombre de pages	26
Etat de la publication	Publié - 2005

ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire
Sartenaer, A. (Co-investigateur) & Toint, P. (Co-investigateur)
1/01/87 → …
Projet: Axe de recherche

Contient cette citation

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title = "Global Convergence of a Non-monotone Trust-Region Filter Algorithm for Nonlinear Programming",

abstract = "A non-monotone variant of the trust-region SQP-filter algorithm analyzed in Fletcher, Gould, Leyffer, Toint and waechter (1999) is defined, that directly uses the dominated area of the filter as an acceptability criterion for trial points. It is proved that, under reasonable assumptions and for all possible choices of the starting point, the algorithm generates at least a subsequence converging to a first-order critical point",

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N2 - A non-monotone variant of the trust-region SQP-filter algorithm analyzed in Fletcher, Gould, Leyffer, Toint and waechter (1999) is defined, that directly uses the dominated area of the filter as an acceptability criterion for trial points. It is proved that, under reasonable assumptions and for all possible choices of the starting point, the algorithm generates at least a subsequence converging to a first-order critical point

AB - A non-monotone variant of the trust-region SQP-filter algorithm analyzed in Fletcher, Gould, Leyffer, Toint and waechter (1999) is defined, that directly uses the dominated area of the filter as an acceptability criterion for trial points. It is proved that, under reasonable assumptions and for all possible choices of the starting point, the algorithm generates at least a subsequence converging to a first-order critical point

M3 - Chapter

SP - 129

EP - 154

BT - Multiscale Optimization and Applications

A2 - Pardalos, P

A2 - Hager, W

PB - Kluwer

CY - Dordrecht

ER -

Global Convergence of a Non-monotone Trust-Region Filter Algorithm for Nonlinear Programming

Résumé

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Projets

ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire

Contient cette citation