An inexact restoration derivative-free filter method for nonlinear programming

DOI10.1007/s40314-015-0253-0zbMath1359.65092OpenAlexW1039515204WikidataQ113105481 ScholiaQ113105481MaRDI QIDQ520323

Nélida E. Echebest, R. P. Vignau, María Laura Schuverdt

Publication date: 3 April 2017

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://sedici.unlp.edu.ar/handle/10915/103327

zbMATH Keywords

nonlinear programmingfilter methodsderivative-freeinexact restoration methods

Mathematics Subject Classification ID

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

Related Items

Inexact restoration for derivative-free expensive function minimization and applications ⋮ A progressive barrier derivative-free trust-region algorithm for constrained optimization ⋮ Inexact restoration for minimization with inexact evaluation both of the objective function and the constraints ⋮ Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming ⋮ DEFT-FUNNEL: an open-source global optimization solver for constrained grey-box and black-box problems ⋮ Derivative-free optimization methods ⋮ The New Approach for Dynamic Optimization with Variability Constraints ⋮ Filter-based stochastic algorithm for global optimization

Uses Software

• NEWUOA
• LINPACK
• DFO
• BOBYQA

Cites Work

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