Numerical experience with a derivative-free trust-funnel method for nonlinear optimization problems with general nonlinear constraints

DOI10.1080/10556788.2015.1135919MaRDI QIDQ2815544zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

derivative-free optimizationtrust-region methodconstrained nonlinear optimizationtrust funnel

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

• A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds
• A Pattern Search Filter Method for Nonlinear Programming without Derivatives
• A Strategy for Global Convergence in a Sequential Quadratic Programming Algorithm
• A derivative-free trust-funnel method for equality-constrained nonlinear optimization
• Active set identification for linearly constrained minimization without explicit derivatives
• An active-set trust-region method for derivative-free nonlinear bound-constrained optimization
• Benchmarking Derivative-Free Optimization Algorithms
• Benchmarking optimization software with performance profiles.
• CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
• Introduction to Derivative-Free Optimization
• Nonlinear programming without a penalty function or a filter
• Nonmonotone Spectral Projected Gradient Methods on Convex Sets
• Objective-derivative-free methods for constrained optimization
• Pattern Search Methods for Linearly Constrained Minimization
• Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization
• Test example for nonlinear programming codes

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
• A progressive barrier derivative-free trust-region algorithm for constrained optimization
• Exploiting Problem Structure in Derivative Free 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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