A Pattern Search Filter Method for Nonlinear Programming without Derivatives
From MaRDI portal
Publication:4651979
DOI10.1137/S105262340138983XzbMath1073.90066MaRDI QIDQ4651979
Charles Audet, John E. jun. Dennis
Publication date: 23 February 2005
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
constrained optimization; nonlinear programming; surrogate-based optimization; pattern search algorithm; filter algorithm; derivative-free convergence analysis
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
90C56: Derivative-free methods and methods using generalized derivatives
Related Items
Generation of Optimal Artificial Neural Networks Using a Pattern Search Algorithm: Application to Approximation of Chemical Systems, A globally convergent trust region multidimensional filter SQP algorithm for nonlinear programming, Improved versions of the LEDE algorithm for constrained global optimization, Optimal sensor placement for enhancing sensitivity to change in stiffness for structural health monitoring, Spent potliner treatment process optimization using a MADS algorithm, A derivative-free method for the system of nonlinear equations, Nonsmooth optimization through mesh adaptive direct search and variable neighborhood search, Generalized pattern search methods for linearly equality constrained optimization problems, Global convergence of a tri-dimensional filter SQP algorithm based on the line search method, Mesh adaptive direct search algorithms for mixed variable optimization, A penalty-function-free line search SQP method for nonlinear programming, A modified SQP method with nonmonotone technique and its global convergence, Pattern search ranking and selection algorithms for mixed variable simulation-based optimization, Derivative-free filter simulated annealing method for constrained continuous global optimization, A generating set search method using curvature information, A trust region filter method for general non-linear programming, A derivative-free algorithm for unconstrained optimization, Solving unconstrained optimization problem with a filter-based nonmonotone pattern search algorithm, A filter method for solving nonlinear complementarity problems, Derivative-free optimization and filter methods to solve nonlinear constrained problems, Hybridizing the electromagnetism-like algorithm with descent search for solving engineering design problems
