A Filter Trust Region Method for Convex Constrained Minimization

被引：0

作者：

Sun, Li ^{[1
]}

He, Guoping

Fang, Liang ^{[1
]}

机构：

[1] Shanghai Jiao Tong Univ, Dept Math, Shanghai 200240, Peoples R China

来源：

PROCEEDINGS OF FIRST INTERNATIONAL CONFERENCE OF MODELLING AND SIMULATION, VOL II: MATHEMATICAL MODELLING | 2008年

关键词：

Convex constrained minimization; filter technique; trust region method;

D O I：

暂无

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

We extend the multidimensional filter trust region method proposed by Gould, Sainvitu and Toint to solve the convex constrained problems. The multidimensional filter technique allows the trail step of the trust region method to be taken more often. Global convergence is promoted through the use of the filter. Numerical results demonstrate the efficiency and performance of the present algorithm.

引用

页码：367 / 370

页数：4

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