Active Set Identification for Linearly Constrained Minimization Without Explicit Derivatives

DOI10.1137/08073545XzbMath1198.90398OpenAlexW2088118089MaRDI QIDQ3586140

Virginia Torczon, Robert Michael Lewis

Publication date: 6 September 2010

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

Full work available at URL: https://doi.org/10.1137/08073545x

zbMATH Keywords

constrained optimizationlinear constraintsdirect searchderivative-free methodsactive setsgeneralized pattern searchgenerating set search

Mathematics Subject Classification ID

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

Related Items

A progressive barrier derivative-free trust-region algorithm for constrained optimization ⋮ Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search ⋮ A derivative-free algorithm for non-linear optimization with linear equality constraints ⋮ Numerical experience with a derivative-free trust-funnel method for nonlinear optimization problems with general nonlinear constraints ⋮ A Derivative-Free Method for Structured Optimization Problems ⋮ Linear equalities in blackbox optimization ⋮ A derivative-free trust-funnel method for equality-constrained nonlinear optimization

Uses Software

• CUTEr
• SifDec