Utilize este identificador para referenciar este registo:
https://hdl.handle.net/10316/11218
Campo DC | Valor | Idioma |
---|---|---|
dc.contributor.author | Silva, Renata | - |
dc.contributor.author | Ulbrich, Michael | - |
dc.contributor.author | Ulbrich, Stefan | - |
dc.contributor.author | Vicente, Luís Nunes | - |
dc.date.accessioned | 2009-08-27T12:26:33Z | - |
dc.date.available | 2009-08-27T12:26:33Z | - |
dc.date.issued | 2008 | - |
dc.identifier.citation | Pré-Publicações DMUC. 08-49 (2008) | en_US |
dc.identifier.uri | https://hdl.handle.net/10316/11218 | - |
dc.description.abstract | In this paper we prove global convergence for first and second-order stationarity points of a class of derivative-free trust-region methods for unconstrained optimization. These methods are based on the sequential minimization of linear or quadratic models built from evaluating the objective function at sample sets. The derivative-free models are required to satisfy Taylor-type bounds but, apart from that, the analysis is independent of the sampling techniques. A number of new issues are addressed, including global convergence when acceptance of iterates is based on simple decrease of the objective function, trust-region radius maintenance at the criticality step, and global convergence for second-order critical points. | en_US |
dc.description.sponsorship | FCT POCI/MAT/59442/2004, PTDC/MAT/64838/2006; ESA contract AS-2007-09-003; Sonderforschungsbereich 666 funded by Deutsche Forschungsgemeinschaft | en_US |
dc.language.iso | eng | en_US |
dc.publisher | Centro de Matemática da Universidade de Coimbra | en_US |
dc.rights | openAccess | eng |
dc.subject | Interior-point methods | en_US |
dc.subject | Primal-dual | en_US |
dc.subject | Filter | en_US |
dc.subject | Global convergence | en_US |
dc.subject | Largescale NLP | en_US |
dc.title | A globally convergent primal-dual interior-point filter method for nonlinear programming: new filter optimality measures and computational results | en_US |
dc.type | preprint | en_US |
item.openairecristype | http://purl.org/coar/resource_type/c_816b | - |
item.grantfulltext | open | - |
item.openairetype | preprint | - |
item.languageiso639-1 | en | - |
item.fulltext | Com Texto completo | - |
item.cerifentitytype | Publications | - |
crisitem.author.orcid | 0000-0003-1097-6384 | - |
Aparece nas coleções: | FCTUC Matemática - Vários |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
---|---|---|---|---|
A globally convergent primal-dual interior-point filter method.pdf | 321.5 kB | Adobe PDF | Ver/Abrir |
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