A derivative-free algorithm for constrained global optimization based on exact penalty functions

DOI10.1007/s10957-013-0487-1zbMath1330.90085OpenAlexW2053821756MaRDI QIDQ2342135

Gianni Di Pillo, Stefano Lucidi, Francesco Rinaldi

Publication date: 11 May 2015

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-013-0487-1

zbMATH Keywords

global optimizationnonlinear optimizationexact penalty functionsDIRECT algorithmderivative-free minimization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)

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Uses Software

• Global Optimization Toolbox For Maple
• DIRECT
• DFL
• DDFSA
• DFSA
• DFN

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