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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Résumé

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.

langue originale	Anglais
Pages (de - à)	309-329
Nombre de pages	21
journal	RAIRO - Operations Research
Volume	43
Numéro de publication	3
Les DOIs	https://doi.org/10.1051/ro/2009016
Etat de la publication	Publié - 1 juil. 2009

Accès au document

10.1051/ro/2009016

Technical Report-06_2005manuscrit soumis, 162 KB

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Link to publication in Scopus

1 Terminé
1 Actif

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

Contient cette citation

@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",