Stationarity Results for Generating Set Search for Linearly Constrained Optimization

DOI10.1137/S1052623403433638zbMATH Open1126.90076OpenAlexW2109348499MaRDI QIDQ5426892FDOQ5426892

Authors: Robert Michael Lewis, Virginia J. Torczon, Tamara G. Kolda 

Publication date: 16 November 2007

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623403433638

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zbMATH Keywords

constrained optimizationderivative-free methodsdirect searchlinear constraintsstopping criteriageneralized pattern searchglobal convergence analysisgenerating set search

Mathematics Subject Classification ID

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

Cited In (28)

• A subclass of generating set search with convergence to second-order stationary points
• On sequential and parallel non-monotone derivative-free algorithms for box constrained optimization
• Avoiding bad steps in Frank-Wolfe variants
• Asynchronous parallel hybrid optimization combining DIRECT and GSS
• A progressive barrier derivative-free trust-region algorithm for constrained optimization
• A Derivative-Free Method for Structured Optimization Problems
• Optimal execution with non-linear transient market impact
• Generating set search using simplex gradients for bound-constrained black-box optimization
• Linear equalities in blackbox optimization
• A pattern search and implicit filtering algorithm for solving linearly constrained minimization problems with noisy objective functions
• Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO
• Full-low evaluation methods for bound and linearly constrained derivative-free optimization
• Direct search based on probabilistic feasible descent for bound and linearly constrained problems
• Inexact restoration method for nonlinear optimization without derivatives
• Derivative-free augmented Lagrangian for global optimization: cost minimization in a simplified activated sludge system model
• Dynamic scaling in the mesh adaptive direct search algorithm for blackbox optimization
• Global convergence of trust-region algorithms for convex constrained minimization without derivatives
• Derivative-free optimization methods for finite minimax problems
• Optimization with hidden constraints and embedded Monte Carlo computations
• Active set identification for linearly constrained minimization without explicit derivatives
• Two minimal positive bases based direct search conjugate gradient methods for computationally expensive functions
• Globally convergent evolution strategies for constrained optimization
• An inexact restoration derivative-free filter method for nonlinear programming
• Inexact restoration for derivative-free expensive function minimization and applications
• Derivative-free optimization methods
• A smoothing direct search method for Monte Carlo-based bound constrained composite nonsmooth optimization
• Constrained derivative-free optimization on thin domains
• Implementing Generating Set Search Methods for Linearly Constrained Minimization

Uses Software

• SDBOX

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