A Filter-Trust-Region Method for Simple-Bound Constrained Optimization

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Mehrali Varjani, Mohsen | 2011

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Type of Document: M.Sc. Thesis
Language: Farsi
Document No: 42109 (02)
University: Sharif University of Technology
Department: Mathematical Sciences
Advisor(s): Mahdavi Amiri, Nezameddin
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
Keywords:
Simple Bound Constrained Optimization ; Trust Region ; Filter Methods ; Projected Gradient Method ; Convergence Theory

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