A derivative-free trust-region algorithm for composite nonsmooth optimization
DOI10.1007/S40314-014-0201-4zbMATH Open1371.49014OpenAlexW2088650175MaRDI QIDQ2013620FDOQ2013620
Authors: Geovani Nunes Grapiglia, Jinyun Yuan, Yaxiang Yuan 
Publication date: 8 August 2017
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40314-014-0201-4
Recommendations
nonlinear programmingglobal convergencenonsmooth optimizationtrust-region methodsderivative-free optimizationworst-case complexity
Numerical mathematical programming methods (65K05) Analysis of algorithms and problem complexity (68Q25) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Derivative-free methods and methods using generalized derivatives (90C56) Implicit function theorems; global Newton methods on manifolds (58C15)
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Cited In (22)
- Improving the Flexibility and Robustness of Model-based Derivative-free Optimization Solvers
- A trust-region-based derivative free algorithm for mixed integer programming
- Survey of derivative-free optimization
- A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies
- An Efficient Trust Region Algorithm for Minimizing Nondifferentiable Composite Functions
- On the construction of quadratic models for derivative-free trust-region algorithms
- Manifold Sampling for $\ell_1$ Nonconvex Optimization
- Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions
- Derivative-free robust optimization by outer approximations
- A Trust-region Method for Nonsmooth Nonconvex Optimization
- A derivative-free optimization algorithm combining line-search and trust-region techniques
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- Derivative-free optimization methods
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