A derivative-free algorithm for non-linear optimization with linear equality constraints

DOI10.1080/02331934.2019.1690491zbMath1443.90311OpenAlexW2987477074MaRDI QIDQ5110328

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

Publication date: 18 May 2020

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2019.1690491

zbMATH Keywords

truncated conjugate gradient\(L_\infty\)-normleast Frobenius normoptimization without derivativeslinearly equality constrained optimization problems

Mathematics Subject Classification ID

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

Related Items (1)

Convergence of derivative-free nonmonotone direct search methods for unconstrained and box-constrained mixed-integer optimization

Uses Software

• NEWUOA
• DFO
• BOBYQA
• LCOBYQA

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A derivative-free algorithm for linearly constrained optimization problems
• On convergence analysis of a derivative-free trust region algorithm for constrained optimization with separable structure
• CONDOR, a new parallel, constrained extension of Powell's UOBYQA algorithm: Experimental results and comparison with the DFO algorithm
• Generalized pattern search methods for linearly equality constrained optimization problems
• Test examples for nonlinear programming codes
• On the construction of quadratic models for derivative-free trust-region algorithms
• UOBYQA: unconstrained optimization by quadratic approximation
• Least Frobenius norm updating of quadratic models that satisfy interpolation conditions
• On the convergence of trust region algorithms for unconstrained minimization without derivatives
• Linear equalities in blackbox optimization
• A wedge trust region method with self-correcting geometry for derivative-free optimization
• Constrained derivative-free optimization on thin domains
• On the Lagrange functions of quadratic models that are defined by interpolation^*
• Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming
• A trust-region derivative-free algorithm for constrained optimization
• Implementing Generating Set Search Methods for Linearly Constrained Minimization
• Active Set Identification for Linearly Constrained Minimization Without Explicit Derivatives
• Introduction to Derivative-Free Optimization
• Trust Region Methods
• Pattern Search Methods for Linearly Constrained Minimization
• On Multivariate Lagrange Interpolation
• Function Minimization by Interpolation in a Data Table
• A Note on Performance Profiles for Benchmarking Software
• Benchmarking optimization software with performance profiles.

This page was built for publication: A derivative-free algorithm for non-linear optimization with linear equality constraints