A globally convergent trust-region algorithm for unconstrained derivative-free optimization

DOI10.1007/s40314-014-0167-2zbMath1329.65125OpenAlexW1969595659MaRDI QIDQ747209

Mael Sachine, Elizabeth W. Karas, Priscila S. Ferreira

Publication date: 23 October 2015

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

Full work available at URL: https://doi.org/10.1007/s40314-014-0167-2

zbMATH Keywords

unconstrained minimizationtrust-region algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (5)

Two globally convergent nonmonotone trust-region methods for unconstrained optimization ⋮ On the construction of quadratic models for derivative-free trust-region algorithms ⋮ Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming ⋮ An improved hybrid-ORBIT algorithm based on point sorting and MLE technique ⋮ Unnamed Item

Uses Software

• NEWUOA
• DFO
• BOBYQA
• MultiMin
• UOBYQA
• LCOBYQA

Cites Work

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• A derivative-free algorithm for linearly constrained optimization problems
• Derivative-free methods for nonlinear programming with general lower-level constraints
• Active-set strategy in Powell's method for optimization without derivatives
• Global convergence of trust-region algorithms for convex constrained minimization without derivatives
• UOBYQA: unconstrained optimization by quadratic approximation
• On the convergence of trust region algorithms for unconstrained minimization without derivatives
• Derivative-free optimization via proximal point methods
• Derivative-free optimization: a review of algorithms and comparison of software implementations
• Inexact Restoration Method for Derivative-Free Optimization with Smooth Constraints
• Developments of NEWUOA for minimization without derivatives
• Introduction to Derivative-Free Optimization
• Numerical Optimization
• Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points
• An efficient method for finding the minimum of a function of several variables without calculating derivatives
• Nonlinear Programming

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