Numerical experience with a derivative-free trust-funnel method for nonlinear optimization problems with general nonlinear constraints
DOI10.1080/10556788.2015.1135919zbMATH Open1369.90138OpenAlexW2337830179MaRDI QIDQ2815544FDOQ2815544
Authors: Phillipe R. Sampaio, Philippe L. Toint 
Publication date: 29 June 2016
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2015.1135919
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Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)
Cites Work
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- Test example for nonlinear programming codes
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- Benchmarking Derivative-Free Optimization Algorithms
- Pattern Search Methods for Linearly Constrained Minimization
- An active-set trust-region method for derivative-free nonlinear bound-constrained optimization
- Objective-derivative-free methods for constrained optimization
- A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds
- Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization
- A Strategy for Global Convergence in a Sequential Quadratic Programming Algorithm
- Active set identification for linearly constrained minimization without explicit derivatives
- A derivative-free trust-funnel method for equality-constrained nonlinear optimization
Cited In (8)
- DEFT-FUNNEL: an open-source global optimization solver for constrained grey-box and black-box problems
- A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies
- Exploiting Problem Structure in Derivative Free Optimization
- A progressive barrier derivative-free trust-region algorithm for constrained optimization
- Derivative-free trust region optimization for robust well control under geological uncertainty
- A derivative-free trust-funnel method for equality-constrained nonlinear optimization
- An interior-point trust-funnel algorithm for nonlinear optimization
- Derivative-free optimization methods
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