An approach to constrained global optimization based on exact penalty functions
From MaRDI portal
Publication:693136
DOI10.1007/s10898-010-9582-0zbMath1259.90099OpenAlexW1977235330MaRDI QIDQ693136
Francesco Rinaldi, Stefano Lucidi, Gianni Di Pillo
Publication date: 7 December 2012
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-010-9582-0
Related Items
Non-monotone derivative-free algorithm for solving optimization models with linear constraints: extensions for solving nonlinearly constrained models via exact penalty methods, Exact penalty functions with multidimensional penalty parameter and adaptive penalty updates, An exact minimax penalty function method and saddle point criteria for nonsmooth convex vector optimization problems, Stochastic filter methods for generally constrained global optimization, Improved penalty algorithm for mixed integer PDE constrained optimization problems, Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO, The exact absolute value penalty function method for identifying strict global minima of order \(m\) in nonconvex nonsmooth programming, Global optimization method with dual Lipschitz constant estimates for problems with non-convex constraints, A DIRECT-type approach for derivative-free constrained global optimization, On \texttt{MATLAB} experience in accelerating \texttt{DIRECT-GLce} algorithm for constrained global optimization through dynamic data structures and parallelization, Lower-order smoothed objective penalty functions based on filling properties for constrained optimization problems, Theoretical and practical convergence of a self-adaptive penalty algorithm for constrained global optimization, On a smoothed penalty-based algorithm for global optimization, Global optimality conditions and exact penalization, Lipschitz-inspired \texttt{HALRECT} algorithm for derivative-free global optimization, Minimizing sequences in a constrained DC optimization problem, An approach to solve local and global optimization problems based on exact objective filled penalty functions, A filter-based artificial fish swarm algorithm for constrained global optimization: theoretical and practical issues, An exact \(l_1\) exponential penalty function method for multiobjective optimization problems with exponential-type invexity, Saddle point criteria for multi-dimensional control optimisation problem involving first-order PDE constraints, Range division and compression algorithm for quadratically constrained sum of quadratic ratios, Filter-based DIRECT method for constrained global optimization, A local search method for optimization problem with d.c. inequality constraints, Firefly penalty-based algorithm for bound constrained mixed-integer nonlinear programming, A new \texttt{DIRECT-GLh} algorithm for global optimization with hidden constraints, Filter-based stochastic algorithm for global optimization, A derivative-free algorithm for constrained global optimization based on exact penalty functions, An artificial fish swarm algorithm based hyperbolic augmented Lagrangian method
Uses Software
Cites Work
- Unnamed Item
- Unified theory of augmented Lagrangian methods for constrained global optimization
- On the exactness of a class of nondifferentiable penalty functions
- Lipschitzian optimization without the Lipschitz constant
- A comparison of complete global optimization solvers
- Convexification and global optimization in continuous and mixed-integer nonlinear programming. Theory, algorithms, software, and applications
- Exact barrier function methods for Lipschitz programs
- A partition-based global optimization algorithm
- Duality principles in nonconvex systems. Theory, methods and applications
- A DIRECT-based approach exploiting local minimizations for the solution of large-scale global optimization problems
- On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization
- Exact Penalty Functions in Constrained Optimization
- Complete search in continuous global optimization and constraint satisfaction
- Introduction to global optimization.