On convergence analysis of a derivative-free trust region algorithm for constrained optimization with separable structure

DOI10.1007/s11425-013-4677-yzbMath1306.65217OpenAlexW2031970117MaRDI QIDQ477071

Dan Xue, Wen-Yu Sun

Publication date: 2 December 2014

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-013-4677-y

zbMATH Keywords

algorithmglobal convergenceconstrained optimizationmultivariate interpolationderivative-free optimizationtrust region algorithmseparable optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items (4)

A progressive barrier derivative-free trust-region algorithm for constrained optimization ⋮ A derivative-free algorithm for non-linear optimization with linear equality constraints ⋮ Derivative-Free Feasible Backtracking Search Methods for Nonlinear Multiobjective Optimization with Simple Boundary Constraint ⋮ A wedge trust region method with self-correcting geometry for derivative-free optimization

Uses Software

• DFO

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A filter successive linear programming method for nonlinear semidefinite programming problems
• A derivative-free trust-region algorithm for unconstrained optimization with controlled error
• Parallel splitting augmented Lagrangian methods for monotone structured variational inequalities
• On filter-successive linearization methods for nonlinear semidefinite programming
• Global convergence and stabilization of unconstrained minimization methods without derivatives
• A dual algorithm for the solution of nonlinear variational problems via finite element approximation
• Recent progress in unconstrained nonlinear optimization without derivatives
• On the global convergence of an SLP-filter algorithm that takes EQP steps
• Exploiting band structure in unconstrained optimization without derivatives
• Least Frobenius norm updating of quadratic models that satisfy interpolation conditions
• Optimization theory and methods. Nonlinear programming
• Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization
• A Derivative-Free Algorithm for Least-Squares Minimization
• On the Convergence of Pattern Search Algorithms
• Introduction to Derivative-Free Optimization
• Alternating Projection-Proximal Methods for Convex Programming and Variational Inequalities
• Analysis of Generalized Pattern Searches
• Trust Region Methods
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Function Minimization by Interpolation in a Data Table
• Benchmarking Derivative-Free Optimization Algorithms
• Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points
• An efficient method for finding the minimum of a function of several variables without calculating derivatives
• A Simplex Method for Function Minimization
• Optimizing partially separable functions without derivatives
• Nonlinear programming without a penalty function.

This page was built for publication: On convergence analysis of a derivative-free trust region algorithm for constrained optimization with separable structure