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...

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Detalhes bibliográficos
Autor principal: Silva, Renata (author)
Outros Autores: Ulbrich, Michael (author), Ulbrich, Stefan (author), Vicente, Luís Nunes (author)
Formato: other
Idioma:eng
Publicado em: 2008
Assuntos:
Texto completo:http://hdl.handle.net/10316/11218
País:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/11218