An affine-scaling derivative-free trust-region method for solving nonlinear systems subject to linear inequality constraints

DOI10.1080/00207160.2014.959942zbMath1319.49051OpenAlexW2031439566MaRDI QIDQ5266156

Peng Wang, De-Tong Zhu

Publication date: 30 July 2015

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2014.959942

zbMATH Keywords

linear inequality constraintsnonlinear equationsderivative-free optimizationtrust-region methodinterior point

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Numerical methods based on nonlinear programming (49M37) Interior-point methods (90C51)

Related Items (4)

A derivative-free affine scaling trust region methods based on probabilistic models with new nonmonotone line search technique for linear inequality constrained minimization without strict complementarity ⋮ An inexact derivative-free Levenberg-Marquardt method for linear inequality constrained nonlinear systems under local error bound conditions ⋮ An affine scaling interior trust-region method combining with nonmonotone line search filter technique for linear inequality constrained minimization ⋮ An interior affine scaling cubic regularization algorithm for derivative-free optimization subject to bound constraints

Cites Work

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• Optimization of functions whose values are subject to small errors
• A grid algorithm for bound constrained optimization of noisy functions
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• CUTEr and SifDec
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• Wedge trust region method for derivative free optimization.

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