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

zbMATH Open1222.90060MaRDI QIDQ545926FDOQ545926

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

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)

Cited In (17)

• A trust-region-based derivative free algorithm for mixed integer programming
• Convergence results of an augmented Lagrangian method using the exponential penalty function
• A sharp augmented Lagrangian-based method in constrained non-convex optimization
• Derivative-free methods for mixed-integer constrained optimization problems
• A relaxed constant positive linear dependence constraint qualification and applications
• Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
• 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
• 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
• A sequential quadratic programming algorithm for equality-constrained optimization without derivatives

Uses Software

• BOBYQA

This page was built for publication: Derivative-free methods for nonlinear programming with general lower-level constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q545926)