A Pattern Search Filter Method for Nonlinear Programming without Derivatives
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Publication:4651979
DOI10.1137/S105262340138983XzbMath1073.90066OpenAlexW2006575733MaRDI QIDQ4651979
Charles Audet, John E. jun. Dennis
Publication date: 23 February 2005
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s105262340138983x
constrained optimizationnonlinear programmingsurrogate-based optimizationpattern search algorithmfilter algorithmderivative-free convergence analysis
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
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