Inexact restoration method for nonlinear optimization without derivatives

DOI10.1016/j.cam.2015.04.047zbMath1321.65093OpenAlexW752808403MaRDI QIDQ492056

Ma. Belén Arouxét, Elvio A. Pilotta, Nélida E. Echebest

Publication date: 19 August 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2015.04.047

zbMATH Keywords

algorithmconvergencenumerical experimentderivative-free optimizationnonlinear programming problempolynomial interpolationtrust-region methodsinexact restoration

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Interior-point methods (90C51)

Related Items (8)

Inexact restoration for derivative-free expensive function minimization and applications ⋮ A progressive barrier derivative-free trust-region algorithm for constrained optimization ⋮ General four-step discrete-time zeroing and derivative dynamics applied to time-varying nonlinear optimization ⋮ Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO ⋮ Nonmonotone inexact restoration approach for minimization with orthogonality constraints ⋮ Inexact restoration for minimization with inexact evaluation both of the objective function and the constraints ⋮ Non-monotone inexact restoration method for nonlinear programming ⋮ Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming

Uses Software

• NEWUOA
• BOBYQA
• WEDGE

Cites Work

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