Implementing Generating Set Search Methods for Linearly Constrained Minimization

DOI10.1137/050635432zbMath1166.90368OpenAlexW2040751338WikidataQ60016552 ScholiaQ60016552MaRDI QIDQ3545257

Robert Michael Lewis, Virginia Torczon, Anne Shepherd

Publication date: 10 December 2008

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050635432

zbMATH Keywords

constrained optimizationnonlinear optimizationnonlinear programmingdegeneracylinear constraintsdirect searchderivative-free methodsgeneralized pattern searchgenerating set searchdouble description algorithm

Mathematics Subject Classification ID

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

Related Items (15)

A progressive barrier derivative-free trust-region algorithm for constrained optimization ⋮ Asynchronous parallel hybrid optimization combining DIRECT and GSS ⋮ Controlling variability in split-merge systems and its impact on performance ⋮ Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO ⋮ Direct search based on probabilistic feasible descent for bound and linearly constrained problems ⋮ Applying the pattern search implicit filtering algorithm for solving a noisy problem of parameter identification ⋮ A derivative-free algorithm for non-linear optimization with linear equality constraints ⋮ Pattern search in the presence of degenerate linear constraints ⋮ A pattern search and implicit filtering algorithm for solving linearly constrained minimization problems with noisy objective functions ⋮ Two minimal positive bases based direct search conjugate gradient methods for computationally expensive functions ⋮ Fully decoupled reliability-based design optimization of structural systems subject to uncertain loads ⋮ Generating set search using simplex gradients for bound-constrained black-box optimization ⋮ Generalized pattern search methods for a class of nonsmooth optimization problems with structure ⋮ Linear equalities in blackbox optimization ⋮ Avoiding bad steps in Frank-Wolfe variants

Uses Software

• cdd
• CUTEr
• SifDec
• MINOS
• SDBOX
• NPSOL

This page was built for publication: Implementing Generating Set Search Methods for Linearly Constrained Minimization