A filter-trust-region method for unconstrained optimization
A new filter-trust-region algorithm for solving unconstrained nonlinear optimization problems is introduced. Based on the filter technique introduced by Fletcher and Leyffer, it extends an existing technique of Gould, Leyffer and Toint (SIAM J. Optim., to appear 2004) for nonlinear equations and nonlinear least-squares to the fully general unconstrained optimization problem. The new algorithm is … Read more