A wedge trust region method with self-correcting geometry for derivative-free optimization

DOI10.3934/NACO.2015.5.169zbMath1318.65031OpenAlexW2527311000MaRDI QIDQ2353471

Liang Zhang, Wen-Yu Sun, Raimundo J. B. de Sampaio, Jin Yun Yuan

Publication date: 14 July 2015

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2015.5.169

zbMATH Keywords

unconstrained optimizationtrust region methodderivative-free optimizationmodel-based methodself-correcting geometry

Mathematics Subject Classification ID

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

Related Items (1)

A derivative-free algorithm for non-linear optimization with linear equality constraints

Uses Software

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• DFO
• WEDGE
• minpack
• UOBYQA

Cites Work

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