Title :
A new filter trust region modified BFGS method
Author :
Yunlong Lu ; Wenyu Li
Author_Institution :
Sch. of Math., Beihua Univ., Jilin, China
Abstract :
We propose a trust region modified BFGS method that employs the filter technique. At some assumptions, the global convergence is proposed to a first-order stationary point and a second-order stationary point.
Keywords :
convergence; nonlinear programming; Broyden-Fletcher-Goldfarb-Shanno method; constrained nonlinear optimization; filter trust region; first-order stationary point; global convergence; second-order stationary point; Convergence; Filtering algorithms; Filtering theory; Mathematical programming; Programming; Symmetric matrices; filter; global convergence; the modified BFGS; trust region;
Conference_Titel :
Mechatronic Science, Electric Engineering and Computer (MEC), 2011 International Conference on
Conference_Location :
Jilin
Print_ISBN :
978-1-61284-719-1
DOI :
10.1109/MEC.2011.6025640
