A parameter-free unconstrained reformulation for nonsmooth problems with convex constraints

DOI10.1007/S10589-021-00296-1zbMath1473.90160OpenAlexW3174389633MaRDI QIDQ2044568

Stefano Lucidi, Giulio Galvan, Marco Sciandrone

Publication date: 9 August 2021

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-021-00296-1

zbMATH Keywords

nonsmooth constrained optimizationderivative-free

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (2)

Modeling approaches for addressing unrelaxable bound constraints with unconstrained optimization methods ⋮ dfppm

Uses Software

• Unnamed Item
• SDBOX
• SDPEN
• DFL
• OrthoMADS
• GitHub
• DFBOX_IMPR
• DFN

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Delaunay-based derivative-free optimization via global surrogates. II: Convex constraints
• Global convergence and stabilization of unconstrained minimization methods without derivatives
• More test examples for nonlinear programming codes
• Test examples for nonlinear programming codes
• Objective-derivative-free methods for constrained optimization
• A Linesearch-Based Derivative-Free Approach for Nonsmooth Constrained Optimization
• Algorithm 909
• Sequential Penalty Derivative-Free Methods for Nonlinear Constrained Optimization
• Pattern search in the presence of degenerate linear constraints
• Erratum: Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• OrthoMADS: A Deterministic MADS Instance with Orthogonal Directions
• `` Direct Search Solution of Numerical and Statistical Problems
• Uniformly distributed sequences with an additional uniform property
• Pattern Search Methods for Linearly Constrained Minimization
• Derivative-Free and Blackbox Optimization
• Pattern Search Algorithms for Bound Constrained Minimization
• A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds
• On the Global Convergence of Derivative-Free Methods for Unconstrained Optimization
• Benchmarking Derivative-Free Optimization Algorithms
• A Progressive Barrier for Derivative-Free Nonlinear Programming
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• A derivative-free algorithm for bound constrained optimization

This page was built for publication: A parameter-free unconstrained reformulation for nonsmooth problems with convex constraints