Improved trust-region derivative-free algorithm for general constrained optimization problems

DOI10.13413/J.CNKI.JDXBLXB.2018.02.15MaRDI QIDQ4688408zbMATH OpenFDO

Authors

Publication date 22 October 2018

Full work available at URL https://doi.org/10.13413/J.CNKI.JDXBLXB.2018.02.15

zbMATH Keywords

augmented Lagrangian multiplierconstraint violation functionpolynomial interpolation modeltrust region method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Derivative-free methods and methods using generalized derivatives (90C56)

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• A progressive barrier derivative-free trust-region algorithm for constrained optimization
• A trust-region-based derivative free algorithm for mixed integer programming
• A trust-region derivative-free algorithm for constrained optimization
• Revising two trust region subproblems for unconstrained derivative free methods

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