Derivative-free methods for nonlinear programming with general lower-level constraints

MaRDI QIDQ545926zbMATH OpenFDO

Authors Maria A. Diniz-Ehrhardt, J. M. Martínez, Lucas G. Pedroso

Publication date 24 June 2011

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

zbMATH Keywords

global convergenceaugmented Lagrangianconstraint qualificationsoptimality conditions

Mathematics Subject Classification ID

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

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Cited in

(18)

• Convergence results of an augmented Lagrangian method using the exponential penalty function
• A sequential quadratic programming algorithm for equality-constrained optimization without derivatives
• A trust-region-based derivative free algorithm for mixed integer programming
• A sharp augmented Lagrangian-based method in constrained non-convex optimization
• A relaxed constant positive linear dependence constraint qualification and applications
• Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
• Derivative-free methods for mixed-integer constrained optimization problems
• A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies
• Derivative-free superiorization: principle and algorithm
• A derivative-free trust-region algorithm for composite nonsmooth optimization
• Handling of constraints in multiobjective blackbox optimization
• A globally convergent trust-region algorithm for unconstrained derivative-free optimization
• Inexact restoration method for nonlinear optimization without derivatives
• Derivative-free augmented Lagrangian for global optimization: cost minimization in a simplified activated sludge system model
• Global convergence of trust-region algorithms for convex constrained minimization without derivatives
• An inexact restoration derivative-free filter method for nonlinear programming
• Derivative-free optimization methods
• Constrained derivative-free optimization on thin domains

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