How much do approximate derivatives hurt filter methods?

How much do approximate derivatives hurt filter methods?

0.00 Avg rating0 Votes
Article ID: iaor200969257
Country: France
Volume: 43
Issue: 3
Start Page Number: 309
End Page Number: 329
Publication Date: Jul 2009
Journal: RAIRO Operations Research
Authors:
Abstract:

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. Numerical experiments carried out on small-scaled unconstrained problems from the CUTEr collection describe the effect of the use of approximate derivatives on the robustness and the efficiency of the filter-trust-region method.

Reviews

Required fields are marked *. Your email address will not be published.