Active-set strategy in Powell's method for optimization without derivatives

zbMath1215.90046MaRDI QIDQ545940

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

Publication date: 24 June 2011

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

zbMATH Keywords

spectral gradient method; derivative-free optimization; active-set method

Mathematics Subject Classification ID

90C30: Nonlinear programming

90C56: Derivative-free methods and methods using generalized derivatives

90-08: Computational methods for problems pertaining to operations research and mathematical programming

Uses Software

• NEWUOA
• CONDOR
• CUTEr
• SifDec
• DFO
• TANGO
• BOBYQA
• WEDGE
• COBYLA2
• UOBYQA