A derivative-free affine scaling trust region methods based on probabilistic models with new nonmonotone line search technique for linear inequality constrained minimization without strict complementarity

DOI10.1080/00207160.2018.1517208zbMath1499.90231OpenAlexW2889509307MaRDI QIDQ5031804

Peng Wang, De-Tong Zhu

Publication date: 16 February 2022

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2018.1517208

zbMATH Keywords

global convergencenonlinear programmingderivative-free optimizationprobabilistic modelsnonmonotone linear searchaffine matrix

Mathematics Subject Classification ID

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

Related Items (1)

Projected adaptive cubic regularization algorithm with derivative-free filter technique for box constrained optimization

Uses Software

• BOBYQA
• COBYLA2

Cites Work

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