A wedge trust region method with self-correcting geometry for derivative-free optimization

DOI10.3934/NACO.2015.5.169MaRDI QIDQ2353471zbMATH OpenOpenAlexFDO

Authors L. Zhang, Jinyun Yuan, Raimundo J. B. de Sampaio, Wenyu Sun

Publication date 14 July 2015

Published in Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3934/naco.2015.5.169

zbMATH Keywords

derivative-free optimizationmodel-based methodself-correcting geometrytrust region methodunconstrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

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Cited in

(2)

• Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization
• A derivative-free algorithm for non-linear optimization with linear equality constraints

Describes a project that uses

Uses Software

• NEWUOA
• DFO
• WEDGE
• minpack
• UOBYQA

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