A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies
DOI10.1007/S40314-021-01748-4zbMATH Open1499.90276OpenAlexW4206927114MaRDI QIDQ2115032FDOQ2115032
Eduardo Camponogara, C. Giuliani, Andrew R. Conn
Publication date: 15 March 2022
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40314-021-01748-4
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Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
Cites Work
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- Second-order conditions for an exact penalty function
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- Nonlinearly Constrained Optimization Using Heuristic Penalty Methods and Asynchronous Parallel Generating Set Search
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- A derivative-free trust-region algorithm for composite nonsmooth optimization
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Cited In (4)
- SPT: A stochastic tunneling algorithm for global optimization
- Derivative-free trust region optimization for robust well control under geological uncertainty
- A derivative-free algorithm for inequality constrained nonlinear programming via smoothing of an \(\ell_\infty\) penalty function
- Sequential penalty derivative-free methods for nonlinear constrained optimization
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