Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm
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Publication:1754299
DOI10.1016/j.ejor.2017.10.058zbMath1403.90618OpenAlexW2768407195WikidataQ58201008 ScholiaQ58201008MaRDI QIDQ1754299
Andrew R. Conn, Sébastien Le Digabel, Charles Audet, Nadir Amaioua
Publication date: 30 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2017.10.058
quadratic programmingnonlinear programmingderivative-free optimizationmesh adaptive direct searchtrust-region subproblem
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Quadratic programming (90C20)
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Uses Software
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