A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies
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Cites work
- scientific article; zbMATH DE number 653035 (Why is no real title available?)
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- Algorithm 909: NOMAD: nonlinear optimization with the MADS algorithm
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
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- Direct search methods: Then and now
- Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm
- Geometry of interpolation sets in derivative free optimization
- Geometry of sample sets in derivative-free optimization: polynomial regression and underdetermined interpolation
- Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
- Global convergence of general derivative-free trust-region algorithms to first- and second-order critical points
- Global convergence of trust-region algorithms for convex constrained minimization without derivatives
- Introduction to Derivative-Free Optimization
- Manifold sampling for optimization of nonconvex functions that are piecewise linear compositions of smooth components
- Non-Linear Programming Via Penalty Functions
- Nonlinear programming via an exact penalty function: Global analysis
- Nonlinearly Constrained Optimization Using Heuristic Penalty Methods and Asynchronous Parallel Generating Set Search
- Numerical experience with a derivative-free trust-funnel method for nonlinear optimization problems with general nonlinear constraints
- OrthoMADS: A Deterministic MADS Instance with Orthogonal Directions
- Recent progress in unconstrained nonlinear optimization without derivatives
- Second-order conditions for an exact penalty function
Cited in
(7)- A derivative-free algorithm for constrained global optimization based on exact penalty functions
- Penalty-free method for nonsmooth constrained optimization via radial basis functions
- 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
- Constrained derivative-free optimization on thin domains
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