A Derivative-Free Algorithm for Inequality Constrained Nonlinear Programming via Smoothing of an $\ell_\infty$ Penalty Function

DOI10.1137/070711451zbMath1187.65065OpenAlexW1977630551MaRDI QIDQ5189549

Publication date: 17 March 2010

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

Full work available at URL: https://doi.org/10.1137/070711451

zbMATH Keywords

algorithm constrained optimization numerical examples nonlinear programming derivative-free optimization Karush-Kuhn-Tucker point nondifferentiable exact penalty functions insulin-glucose model of the human body

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Biochemistry, molecular biology (92C40)

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A progressive barrier derivative-free trust-region algorithm for constrained optimization ⋮ Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO ⋮ Constrained multifidelity optimization using model calibration ⋮ Solving constrained optimization problems using a novel genetic algorithm ⋮ Derivative-Free Feasible Backtracking Search Methods for Nonlinear Multiobjective Optimization with Simple Boundary Constraint ⋮ Derivative-free optimization methods ⋮ A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies

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