A derivative-free algorithm for linearly constrained optimization problems

DOI10.1007/s10589-013-9607-yzbMath1304.90193OpenAlexW2071285512WikidataQ57931904 ScholiaQ57931904MaRDI QIDQ404515

E. A. E. Gumma, M. Montaz Ali, Mohsin H. A. Hashim

Publication date: 4 September 2014

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

Full work available at URL: https://doi.org/10.1007/s10589-013-9607-y

zbMATH Keywords

conjugate gradient methodderivative-free optimizationleast Frobenius norm methodlinearly constrained problemtrust-region subproblem

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items (11)

A progressive barrier derivative-free trust-region algorithm for constrained optimization ⋮ Model-Based Derivative-Free Methods for Convex-Constrained Optimization ⋮ A derivative-free algorithm for linearly constrained optimization problems ⋮ On the construction of quadratic models for derivative-free trust-region algorithms ⋮ A derivative-free algorithm for non-linear optimization with linear equality constraints ⋮ Convergence of derivative-free nonmonotone direct search methods for unconstrained and box-constrained mixed-integer optimization ⋮ Derivative-free restrictively preconditioned conjugate gradient path method without line search technique for solving linear equality constrained optimization ⋮ A trust-region-based derivative free algorithm for mixed integer programming ⋮ A globally convergent trust-region algorithm for unconstrained derivative-free optimization ⋮ Derivative-free optimization methods ⋮ A Derivative-Free Method for Structured Optimization Problems

Uses Software

• NEWUOA
• CONDOR
• BOBYQA
• UOBYQA
• LCOBYQA

Cites Work

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• A derivative-free algorithm for linearly constrained optimization problems
• CONDOR, a new parallel, constrained extension of Powell's UOBYQA algorithm: Experimental results and comparison with the DFO algorithm
• Test examples for nonlinear programming codes
• Combining trust region and linesearch algorithm for equality constrained optimization
• UOBYQA: unconstrained optimization by quadratic approximation
• Least Frobenius norm updating of quadratic models that satisfy interpolation conditions
• Inertia-Controlling Methods for General Quadratic Programming
• Developments of NEWUOA for minimization without derivatives
• Some Numerical Results Using a Sparse Matrix Updating Formula in Unconstrained Optimization
• Trust Region Methods
• Function Minimization by Interpolation in a Data Table

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