A derivative-free algorithm for constrained global optimization based on exact penalty functions
From MaRDI portal
Publication:2342135
DOI10.1007/s10957-013-0487-1zbMath1330.90085OpenAlexW2053821756MaRDI QIDQ2342135
Gianni Di Pillo, Stefano Lucidi, Francesco Rinaldi
Publication date: 11 May 2015
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-013-0487-1
global optimizationnonlinear optimizationexact penalty functionsDIRECT algorithmderivative-free minimization
Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)
Related Items
Improved penalty algorithm for mixed integer PDE constrained optimization problems, A DIRECT-type approach for derivative-free constrained global optimization, Exploiting derivative-free local searches in DIRECT-type algorithms for global optimization, Lower-order smoothed objective penalty functions based on filling properties for constrained optimization problems, Global optimality conditions and exact penalization, An approach to solve local and global optimization problems based on exact objective filled penalty functions, Objective and Violation Upper Bounds on a DIRECT-Filter Method for Global Optimization, Sequential model based optimization of partially defined functions under unknown constraints, The DIRECT algorithm: 25 years later, Filter-based DIRECT method for constrained global optimization, A derivative-free optimization approach for the autotuning of a forex trading strategy, A local search method for optimization problem with d.c. inequality constraints
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Global optimization of expensive black box problems with a known lower bound
- An approach to constrained global optimization based on exact penalty functions
- Unified theory of augmented Lagrangian methods for constrained global optimization
- Lipschitzian optimization without the Lipschitz constant
- Second-order necessary and sufficient conditions in nonsmooth optimization
- A magnetic resonance device designed via global optimization techniques
- A comparison of complete global optimization solvers
- Convexification and global optimization in continuous and mixed-integer nonlinear programming. Theory, algorithms, software, and applications
- Introduction to global optimization
- Global optimization in action. Continuous and Lipschitz optimization: algorithms, implementations and applications
- Global minimization using an augmented Lagrangian method with variable lower-level constraints
- Exploiting derivative-free local searches in DIRECT-type algorithms for global optimization
- A Linesearch-Based Derivative-Free Approach for Nonsmooth Constrained Optimization
- On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization
- Global Optimization and Constraint Satisfaction