A trust-region derivative-free algorithm for constrained optimization

DOI10.1080/10556788.2015.1026968zbMath1328.90160OpenAlexW2105289772MaRDI QIDQ3458835

Elizabeth W. Karas, Paulo D. Conejo, Lucas G. Pedroso

Publication date: 28 December 2015

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2015.1026968

zbMATH Keywords

numerical experimentsderivative-free optimizationconstrained optimization problemstrust-region algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Derivative-free methods and methods using generalized derivatives (90C56) Numerical methods based on nonlinear programming (49M37)

Related Items (11)

A progressive barrier derivative-free trust-region algorithm for constrained optimization ⋮ Survey of derivative-free optimization ⋮ On the construction of quadratic models for derivative-free trust-region algorithms ⋮ A derivative-free algorithm for non-linear optimization with linear equality constraints ⋮ A subset-selection-based derivative-free optimization algorithm for dynamic operation optimization in a steel-making process ⋮ Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming ⋮ A derivative-free trust-region algorithm for composite nonsmooth optimization ⋮ A naive multi-scale search algorithm for global optimization problems ⋮ A derivative-free algorithm for spherically constrained optimization ⋮ Derivative-free optimization methods ⋮ A derivative-free trust-region algorithm with copula-based models for probability maximization problems

Uses Software

• BOBYQA
• ALGENCAN

Cites Work

• Global convergence of trust-region algorithms for convex constrained minimization without derivatives
• Least Frobenius norm updating of quadratic models that satisfy interpolation conditions
• On the convergence of trust region algorithms for unconstrained minimization without derivatives
• Geometry of interpolation sets in derivative free optimization
• Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
• General Lagrange and Hermite interpolation in \(R^n\) with applications to finite element methods
• Inexact Restoration Method for Derivative-Free Optimization with Smooth Constraints
• Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization
• An active-set trust-region method for derivative-free nonlinear bound-constrained optimization
• Developments of NEWUOA for minimization without derivatives
• Geometry of sample sets in derivative-free optimization: polynomial regression and underdetermined interpolation
• On Augmented Lagrangian Methods with General Lower-Level Constraints
• On the geometry phase in model-based algorithms for derivative-free optimization
• Introduction to Derivative-Free Optimization
• Trust Region Methods
• Benchmarking Derivative-Free Optimization Algorithms
• Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points
• Benchmarking optimization software with performance profiles.

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