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Persistent URL http://purl.org/net/epubs/work/29782
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Record Id 29782
Title Global convergence of a non-monotone trust-region filter algorithm for nonlinear programming
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
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Language English (EN)
Type Details URI(s) Local file(s) Year
Report RAL Technical Reports RAL-TR-2003-003. 2003. raltr-2003003.pdf 2003