?HOW MUCH DO APPROXIMATE DERIVATIVES HURT FILTER METHODS

In this paper, we examine the influence of approximate first and/or second derivatives on the filter-trust-region algorithm de-signed for solving unconstrained nonlinear optimization problems andproposed by Gould, Sainvitu and Toint in [12]. Numerical experimentscarried out on small-scaled unconstrained problems from the CUTEr col-lection describe the effect of the use of approximate derivatives on therobustness and the efficiency of the filter-trust-region method