ePubs

The open archive for STFC research publications

ePubs is undergoing scheduled maintenance on 06/12/2022 between 08:30-09:00 and the service will be unavailable during this time.

Full Record Details

Persistent URL http://purl.org/net/epubs/work/29782
Record Status Checked
Record Id 29782
Title Global convergence of a non-monotone trust-region filter algorithm for nonlinear programming
Contributors
Abstract A non-monotone variant of the trust-region SQP-filter algorithm analysed in Fletcher, Gould, Leyffer, Toint and Wachter (2002a) that directly uses the dominated area of the filter as an acceptability criterion for trial points defined. 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
Organisation CCLRC
Keywords
Funding Information
Related Research Object(s):
Licence Information:
Language English (EN)
Type Details URI(s) Local file(s) Year
Report RAL Technical Reports RAL-TR-2003-003. 2003. raltr-2003003.pdf 2003