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 derivatives on the robustness and the efficiency of the filter-trust-region method.
Dans ce papier, nous examinons l'influence des dérivées premières et secondes approximées sur l'algorithme de filtre de type région de confiance développé pour résoudre des problèmes d'optimisa-tion non-linéaire sans contraintes et proposé par Gould, Sainvitu et Toint dans [12]. Des résultats numériques effectués sur un ensemble de problèmes de petite taille provenant de la collection CUTEr décrivent l'effet de l'utilisation de dérivées approximées sur la robustesse et l'effi-cacité de la méthode de filtre de type région de confiance.
Keywords: unconstrained optimization, filter techniques, trust-region algorithms, approximate derivatives, numerical results
Mots-clés : optimisation sans contraintes, méthode de filtre, algorithme de type de région de confiance, dérivées approximées, résultats numériques
@article{RO_2009__43_3_309_0,
author = {Sainvitu, Caroline},
title = {How much do approximate derivatives hurt filter methods ?},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
pages = {309--329},
year = {2009},
publisher = {EDP Sciences},
volume = {43},
number = {3},
doi = {10.1051/ro/2009016},
mrnumber = {2567991},
zbl = {1175.65074},
language = {en},
url = {https://www.numdam.org/articles/10.1051/ro/2009016/}
}
TY - JOUR AU - Sainvitu, Caroline TI - How much do approximate derivatives hurt filter methods ? JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2009 SP - 309 EP - 329 VL - 43 IS - 3 PB - EDP Sciences UR - https://www.numdam.org/articles/10.1051/ro/2009016/ DO - 10.1051/ro/2009016 LA - en ID - RO_2009__43_3_309_0 ER -
%0 Journal Article %A Sainvitu, Caroline %T How much do approximate derivatives hurt filter methods ? %J RAIRO - Operations Research - Recherche Opérationnelle %D 2009 %P 309-329 %V 43 %N 3 %I EDP Sciences %U https://www.numdam.org/articles/10.1051/ro/2009016/ %R 10.1051/ro/2009016 %G en %F RO_2009__43_3_309_0
Sainvitu, Caroline. How much do approximate derivatives hurt filter methods ?. RAIRO - Operations Research - Recherche Opérationnelle, Tome 43 (2009) no. 3, pp. 309-329. doi: 10.1051/ro/2009016
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