A new trust region filter algorithm

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摘要

In this paper, an adaptive trust region filter algorithm for unconstrained optimization is presented. The global convergence results of the algorithm are established and the numerical results show that the new algorithm is efficient in practical computation.

论文关键词：Unconstrained optimization,Trust region,Adaptive strategy,Filter method,Global convergence

论文评审过程：Available online 18 July 2008.

论文官网地址：https://doi.org/10.1016/j.amc.2008.07.007