Model-Based Derivative-Free Methods for Convex-Constrained Optimization

DOI10.1137/21M1460971zbMath1506.65076arXiv2111.05443OpenAlexW3214407917MaRDI QIDQ5043286

Matthew Hough, Lindon Roberts

Publication date: 21 October 2022

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

Full work available at URL: https://arxiv.org/abs/2111.05443

zbMATH Keywords

derivative-free optimizationworst-case complexityconvex constraintstrust-region methods

Mathematics Subject Classification ID

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

Related Items (1)

Modeling approaches for addressing unrelaxable bound constraints with unconstrained optimization methods

Uses Software

• NOMAD
• BOBYQA
• minpack
• OrthoMADS
• LCOBYQA

Cites Work

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