A Pattern Search Filter Method for Nonlinear Programming without Derivatives

DOI10.1137/S105262340138983XzbMath1073.90066MaRDI QIDQ4651979

Charles Audet, John E. jun. Dennis

Publication date: 23 February 2005

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

constrained optimization; nonlinear programming; surrogate-based optimization; pattern search algorithm; filter algorithm; derivative-free convergence analysis

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

90C56: Derivative-free methods and methods using generalized derivatives

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