How much do approximate derivatives hurt filter methods?
نویسندگان
چکیده
منابع مشابه
How much do approximate derivatives hurt filter methods?
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 in [12]. Numerical experiments carried out on small-scaled unconstrained problems from the CUTEr collection describe the effect of the use of approximate derivative...
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ژورنال
عنوان ژورنال: RAIRO - Operations Research
سال: 2009
ISSN: 0399-0559,1290-3868
DOI: 10.1051/ro/2009016