CONDOR, a new parallel, constrained extension of Powell's UOBYQA algorithm: Experimental results and comparison with the DFO algorithm

DOI10.1016/j.cam.2004.11.029zbMath1072.65088OpenAlexW1978630505MaRDI QIDQ557727

Hugues Bersini, Frank Vanden Berghen

Publication date: 30 June 2005

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2004.11.029

zbMATH Keywords

numerical resultsLagrange interpolationParallel computinghigh-computing-loadNoisy optimizationOptimal shape designTrust region methodunconstrained optimization by Quadratical ApproximationUOBYQA algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Parallel numerical computation (65Y05)

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Uses Software

• LANCELOT
• CUTEr
• SifDec
• DFO
• IMFIL
• KELLEY
• NPSOL
• GQTPAR
• UOBYQA

Cites Work

• Test examples for nonlinear programming codes
• Recent progress in unconstrained nonlinear optimization without derivatives
• UOBYQA: unconstrained optimization by quadratic approximation
• Parallel evolutionary algorithms for optimization problems in aerospace engineering
• Algorithms for noisy problems in gas transmission pipeline optimization
• On combining feasibility, descent and superlinear convergence in inequality constrained optimization
• On multivariate polynomial interpolation
• Computing a Trust Region Step
• Inaccuracy in quasi-Newton methods: Local improvement theorems
• Direct Search Methods on Parallel Machines
• Basic Linear Algebra Subprograms for Fortran Usage
• Trust Region Methods
• An Implicit Filtering Algorithm for Optimization of Functions with Many Local Minima
• On Multivariate Lagrange Interpolation
• Function Minimization by Interpolation in a Data Table
• CUTEr and SifDec
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