Pattern search in the presence of degenerate linear constraints

DOI10.1080/10556780701521670zbMath1162.90588OpenAlexW2043492240MaRDI QIDQ3514838

Rachael L. Pingel, Mark A. Abramson, Olga A. Brezhneva, John E. jun. Dennis

Publication date: 23 July 2008

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780701521670

zbMATH Keywords

degeneracyredundancypattern searchderivative-free optimizationlinearly constrained optimizationconstraint classification

Mathematics Subject Classification ID

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

Related Items

Non-monotone derivative-free algorithm for solving optimization models with linear constraints: extensions for solving nonlinearly constrained models via exact penalty methods, Globally convergent evolution strategies for constrained optimization, Direct search based on probabilistic feasible descent for bound and linearly constrained problems, A pattern search and implicit filtering algorithm for solving linearly constrained minimization problems with noisy objective functions, Inexact restoration method for nonlinear optimization without derivatives, Generating set search using simplex gradients for bound-constrained black-box optimization, A parameter-free unconstrained reformulation for nonsmooth problems with convex constraints, Generalized pattern search methods for a class of nonsmooth optimization problems with structure, Pattern search ranking and selection algorithms for mixed variable simulation-based optimization, Linear equalities in blackbox optimization

Uses Software

• NOMADm

Cites Work

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