Active set identification for linearly constrained minimization without explicit derivatives

DOI10.1137/08073545XMaRDI QIDQ3586140zbMATH OpenOpenAlexFDO

Authors Robert Michael Lewis, Virginia J. Torczon

Publication date 6 September 2010

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

Full work available at URL https://doi.org/10.1137/08073545x

zbMATH Keywords

active setsconstrained optimizationderivative-free methodsdirect searchgeneralized pattern searchgenerating set searchlinear constraints

Mathematics Subject Classification ID

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

Recommendations

• Implementing Generating Set Search Methods for Linearly Constrained Minimization
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Cited in

(9)

• A progressive barrier derivative-free trust-region algorithm for constrained optimization
• Linear equalities in blackbox optimization
• A derivative-free trust-funnel method for equality-constrained nonlinear optimization
• Numerical experience with a derivative-free trust-funnel method for nonlinear optimization problems with general nonlinear constraints
• Implementing Generating Set Search Methods for Linearly Constrained Minimization
• A Derivative-Free Method for Structured Optimization Problems
• Active-set identification with complexity guarantees of an almost cyclic 2-coordinate descent method with Armijo line search
• A derivative-free algorithm for non-linear optimization with linear equality constraints
• New active set identification for general constrained optimization and minimax problems

Describes a project that uses

Uses Software

• CUTEr
• SIFDecode

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