An interior affine scaling cubic regularization algorithm for derivative-free optimization subject to bound constraints

DOI10.1016/j.cam.2017.02.028zbMath1365.49030OpenAlexW2592281852MaRDI QIDQ2357423

Xiaojin Huang, De-Tong Zhu

Publication date: 13 June 2017

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2017.02.028

zbMATH Keywords

Lagrange interpolationinterior point methodderivative-free methodaffine scalingcubic regularization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)

Related Items

Survey of derivative-free optimization, Projected adaptive cubic regularization algorithm with derivative-free filter technique for box constrained optimization, A derivative-free algorithm for spherically constrained optimization, Generalized affine scaling algorithms for linear programming problems

Uses Software

• BOBYQA
• COBYLA2

Cites Work

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