A penalty derivative-free algorithm for nonlinear constrained optimization

DOI10.1007/S11590-014-0832-9MaRDI QIDQ497458zbMATH OpenOpenAlexFDO

Authors Wei Lv, He Lin, Ruirui Sui, Qiang Sun

Publication date 24 September 2015

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-014-0832-9

zbMATH Keywords

nonlinear constrained optimizationderivative-free algorithmbox constrained variablesunconstrained variables

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

• A Derivative-Free Algorithm for Linearly Constrained Finite Minimax Problems
• A derivative-free algorithm for bound constrained optimization
• Benchmarking Derivative-Free Optimization Algorithms
• Derivative-free methods for bound constrained mixed-integer optimization
• More test examples for nonlinear programming codes
• Recent progress in unconstrained nonlinear optimization without derivatives
• Sequential penalty derivative-free methods for nonlinear constrained optimization
• Test examples for nonlinear programming codes

Cited in

(11)

• Solving constrained global optimization problems without penalty parameters
• Derivative-free methods for nonlinear programming with general lower-level constraints
• Derivative-free algorithm for nonlinear optimization problems with partial-bounded constraints
• A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies
• A derivative-free algorithm for constrained global optimization based on exact penalty functions
• Non-monotone derivative-free algorithm for solving optimization models with linear constraints: extensions for solving nonlinearly constrained models via exact penalty methods
• A derivative-free algorithm for bound constrained optimization
• A derivative-free algorithm for inequality constrained nonlinear programming via smoothing of an \(\ell_\infty\) penalty function
• Sequential penalty derivative-free methods for nonlinear constrained optimization
• Constrained derivative-free optimization on thin domains
• An adaptive competitive penalty method for nonsmooth constrained optimization

Describes a project that uses

Uses Software

• DFBOX_IMPR
• SDMINMAX
• DFLBOX
• DFL
• SDPEN
• SDBOX
• DFO

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