Article ID Journal Published Year Pages File Type
4627388 Applied Mathematics and Computation 2014 10 Pages PDF
Abstract

In this paper, we develop dwindling filter idea and trust region strategy for solving nonlinear optimization. Compared with traditional filter trust region algorithm, the new filter algorithm has more flexibility for the acceptance of the trial step and the feasibility restoration phase is not needed. Under mild conditions, the global convergence of the new algorithm is analyzed. Preliminary numerical results are reported.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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