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

MaRDI QIDQ545940zbMATH OpenFDO

Authors Ma. Belén Arouxét, N. Echebest, Elvio A. Pilotta

Publication date 24 June 2011

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

zbMATH Keywords

derivative-free optimizationspectral gradient methodactive-set method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Derivative-free methods and methods using generalized derivatives (90C56)

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Cited in

(7)

• An active-set trust-region method for derivative-free nonlinear bound-constrained optimization
• An active set strategy based on the multiplier function or the gradient.
• 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

Describes a project that uses

Uses Software

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

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