Displaying similar documents to “A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics”

How much do approximate derivatives hurt filter methods?

Caroline Sainvitu (2009)

RAIRO - Operations Research

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In this paper, we examine the influence of approximate first and/or second derivatives on the filter-trust-region algorithm designed for solving unconstrained nonlinear optimization problems and proposed by Gould, Sainvitu and Toint in [12]. Numerical experiments carried out on small-scaled unconstrained problems from the collection describe the effect of the use of approximate derivatives on the robustness and the efficiency of the filter-trust-region method.

Convergence analysis of adaptive trust region methods

Zhen-Jun Shi, Xiang-Sun Zhang, Jie Shen (2007)

RAIRO - Operations Research

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In this paper, we propose a new class of adaptive trust region methods for unconstrained optimization problems and develop some convergence properties. In the new algorithms, we use the current iterative information to define a suitable initial trust region radius at each iteration. The initial trust region radius is more reasonable in the sense that the trust region model and the objective function are more consistent at the current iterate. The global convergence, super-linear and...