A Filter-Trust-Region Method for Simple-Bound Constrained Optimization, M.Sc. Thesis Sharif University of Technology ; Mahdavi Amiri, Nezameddin (Supervisor)
Abstract
We explain a filter-trust-region algorithm for solving nonlinear optimization problems with simple bounds recently proposed by Sainvitu and Toint. The algorithm is shown to be globally convergent to at least one first-order critical point. We implement the algorithm and test the program on various problems. The results show the effectiveness of the algorithm
Cataloging briefA Filter-Trust-Region Method for Simple-Bound Constrained Optimization, M.Sc. Thesis Sharif University of Technology ; Mahdavi Amiri, Nezameddin (Supervisor)
Abstract
We explain a filter-trust-region algorithm for solving nonlinear optimization problems with simple bounds recently proposed by Sainvitu and Toint. The algorithm is shown to be globally convergent to at least one first-order critical point. We implement the algorithm and test the program on various problems. The results show the effectiveness of the algorithm
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