Global convergence of a non-monotone trust-region filter algorithm for nonlinear programming

被引：0
|
作者：
Gould, NIM [1 ]
Toint, PL
机构：
[1] Rutherford Appleton Lab, Computat Sci & Engn Dept, Chilton, Oxon, England
[2] Univ Namur, Dept Math, B-5000 Namur, Belgium
来源：
MULTISCALE OPTIMIZATION METHODS AND APPLICATIONS | 2006年 / 82卷
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D O I：
暂无
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
A non-monotone variant of the trust-region SQP-filter algorithm analyzed in Fletcher et al (SIAM J. Opt. 13(3), 2002, pp. 653-659) 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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页码：125 / +
页数：3
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