A globally convergent primal-dual interior-point filter method for nonlinear programming: new filter optimality measures and computational results
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 functio...
| Main Author: | |
|---|---|
| Other Authors: | , , |
| Format: | other |
| Language: | eng |
| Published: |
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10316/11218 |
| Country: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/11218 |