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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.

MSC:
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
90C51 Interior-point methods
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