Title of article
?HOW MUCH DO APPROXIMATE DERIVATIVES HURT FILTER METHODS
Author/Authors
Caroline Sainvitu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
21
From page
309
To page
329
Abstract
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
Keywords
Unconstrained optimization , trust-regionalgorithms , filter techniques , approximate derivatives , numerical results
Journal title
RAIRO - Operations Research
Serial Year
2009
Journal title
RAIRO - Operations Research
Record number
665973
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