• DocumentCode
    3393107
  • Title

    A new filter trust region modified BFGS method

  • Author

    Yunlong Lu ; Wenyu Li

  • Author_Institution
    Sch. of Math., Beihua Univ., Jilin, China
  • fYear
    2011
  • fDate
    19-22 Aug. 2011
  • Firstpage
    1029
  • Lastpage
    1031
  • Abstract
    We propose a trust region modified BFGS method that employs the filter technique. At some assumptions, the global convergence is proposed to a first-order stationary point and a second-order stationary point.
  • Keywords
    convergence; nonlinear programming; Broyden-Fletcher-Goldfarb-Shanno method; constrained nonlinear optimization; filter trust region; first-order stationary point; global convergence; second-order stationary point; Convergence; Filtering algorithms; Filtering theory; Mathematical programming; Programming; Symmetric matrices; filter; global convergence; the modified BFGS; trust region;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Mechatronic Science, Electric Engineering and Computer (MEC), 2011 International Conference on
  • Conference_Location
    Jilin
  • Print_ISBN
    978-1-61284-719-1
  • Type

    conf

  • DOI
    10.1109/MEC.2011.6025640
  • Filename
    6025640
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3393107