Inexact restoration method for derivative-free optimization with smooth constraints

DOI10.1137/110856253zbMATH Open1280.65050OpenAlexW2137411052MaRDI QIDQ2848191FDOQ2848191

Authors: A. Friedlander, F. N. C. Sobral, L. F. Bueno, J. M. Martínez 

Publication date: 25 September 2013

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/110856253

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zbMATH Keywords

nonlinear programmingalgorithmglobal convergencenumerical experimentsderivative-free optimizationinexact restoration

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complexity and performance of numerical algorithms (65Y20) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Cited In (39)

• Model-based derivative-free methods for convex-constrained optimization
• A trust-region-based derivative free algorithm for mixed integer programming
• Derivative-free methods for nonlinear programming with general lower-level constraints
• DEFT-FUNNEL: an open-source global optimization solver for constrained grey-box and black-box problems
• Objective-derivative-free methods for constrained optimization
• On the construction of quadratic models for derivative-free trust-region algorithms
• Some composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming framework
• A derivative-free trust-region algorithm for composite nonsmooth optimization
• Nonmonotone inexact restoration approach for minimization with orthogonality constraints
• Inexact restoration approach for minimization with inexact evaluation of the objective function
• A derivative-free trust-funnel method for equality-constrained nonlinear optimization
• Linear equalities in blackbox optimization
• Constrained optimization with integer and continuous variables using inexact restoration and projected gradients
• A globally convergent trust-region algorithm for unconstrained derivative-free optimization
• Numerical experience with a derivative-free trust-funnel method for nonlinear optimization problems with general nonlinear constraints
• Inexact restoration for minimization with inexact evaluation both of the objective function and the constraints
• Inexact restoration method for nonlinear optimization without derivatives
• On the employment of inexact restoration for the minimization of functions whose evaluation is subject to errors
• Inexact restoration and adaptive mesh refinement for optimal control
• Assessing the reliability of general-purpose inexact restoration methods
• A trust-region derivative-free algorithm for constrained optimization
• Inexact-restoration modelling with monotone interpolation and parameter estimation
• Global convergence of trust-region algorithms for convex constrained minimization without derivatives
• Iteration and evaluation complexity for the minimization of functions whose computation is intrinsically inexact
• A derivative-free algorithm for spherically constrained optimization
• An infeasible QP-free method without a penalty function for nonlinear inequality constrained optimization
• Inexact-restoration algorithm for constrained optimization
• Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming
• A derivative-free algorithm for inequality constrained nonlinear programming via smoothing of an \(\ell_\infty\) penalty function
• A derivative-free trust-region algorithm with copula-based models for probability maximization problems
• On the complexity of an inexact restoration method for constrained optimization
• Sequential penalty derivative-free methods for nonlinear constrained optimization
• A flexible inexact-restoration method for constrained optimization
• An inexact restoration derivative-free filter method for nonlinear programming
• Inexact restoration for derivative-free expensive function minimization and applications
• Derivative-free optimization methods
• Non-monotone inexact restoration method for nonlinear programming
• Constrained derivative-free optimization on thin domains
• A sequential quadratic programming algorithm for equality-constrained optimization without derivatives

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