Mesh Adaptive Direct Search Algorithms for Constrained Optimization

DOI10.1137/040603371zbMath1112.90078OpenAlexW1998855065MaRDI QIDQ5470251

Charles Audet, John E. jun. Dennis

Publication date: 30 May 2006

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

Full work available at URL: http://hdl.handle.net/1911/102015

zbMATH Keywords

convergence analysisnonsmooth analysisconstrained optimizationcontingent coneClarke derivativeshypertangentmesh adaptive direct search algorithms (MADS)

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Nonsmooth analysis (49J52)

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