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A filter-trust-region method for \(LC^1\) unconstrained optimization and its global convergence. (English) Zbl 1164.65022
Summary: We present a filter-trust-region algorithm for solving \(LC^1\) unconstrained optimization problems which uses the second Dini upper directional derivative. We establish the global convergence of the algorithm under reasonable assumptions.

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
90C51 Interior-point methods
Full Text: DOI
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