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: | Sainvitu Caroline |
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.