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

Mehrali Varjani, Mohsen | 2011

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  1. Type of Document: M.Sc. Thesis
  2. Language: Farsi
  3. Document No: 42109 (02)
  4. University: Sharif University of Technology
  5. Department: Mathematical Sciences
  6. Advisor(s): Mahdavi Amiri, Nezameddin
  7. Abstract:
  8. 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
  9. Keywords:
  10. Simple Bound Constrained Optimization ; Trust Region ; Filter Methods ; Projected Gradient Method ; Convergence Theory

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