A Merit Function Approach for Direct Search
From MaRDI portal
Publication:5245374
DOI10.1137/130917661zbMath1318.90077OpenAlexW2140881476WikidataQ58040508 ScholiaQ58040508MaRDI QIDQ5245374
Serge Gratton, Luis Nunes Vicente
Publication date: 8 April 2015
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: http://oatao.univ-toulouse.fr/22599/1/gratton_22599.pdf
nonsmooth optimizationconstraintsmerit functionderivative-free optimizationpenalty parameterrandom directionsdirect-search methods
Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
Related Items
Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO, Binary, unrelaxable and hidden constraints in blackbox optimization, Globally convergent evolution strategies for constrained optimization, Direct search based on probabilistic feasible descent for bound and linearly constrained problems, TREGO: a trust-region framework for efficient global optimization, A merit function approach for evolution strategies, Modeling approaches for addressing unrelaxable bound constraints with unconstrained optimization methods, Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming, Surrogate Optimization of Computationally Expensive Black-Box Problems with Hidden Constraints, Black-Box Optimization: Methods and Applications, Derivative-free optimization methods, Direct Search Based on Probabilistic Descent, A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies
