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Numerical experience with a recursive trust-region method for multilevel nonlinear bound-constrained optimization.
Serge Gratton
Mélodie Mouffe
Annick Sartenaer
Philippe L. Toint
Dimitri Tomanos
Published in:
Optim. Methods Softw. (2010)
Keyphrases
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constrained optimization
unconstrained optimization
trust region
objective function
dynamic programming
sensitivity analysis
optimization algorithm
penalty function
lower bound
probabilistic model
upper bound
optimization method
combinatorial optimization
convergence rate