Global convergence of trust-region algorithms for convex constrained minimization without derivatives

DOI10.1016/j.amc.2013.06.041zbMath1329.90170OpenAlexW2015439219MaRDI QIDQ902511

Paulo D. Conejo, Elizabeth W. Karas, Mael Sachine, Lucas G. Pedroso, Ademir Alves Ribeiro

Publication date: 18 January 2016

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

Full work available at URL: https://doi.org/10.1016/j.amc.2013.06.041

zbMATH Keywords

derivative-free optimizationtrust regionconvex constrained optimization

Mathematics Subject Classification ID

Derivative-free methods and methods using generalized derivatives (90C56) Numerical optimization and variational techniques (65K10)

Related Items

Model-Based Derivative-Free Methods for Convex-Constrained Optimization, A trust-region derivative-free algorithm for constrained optimization, Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO, 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, A derivative-free trust-region algorithm for composite nonsmooth optimization, A globally convergent trust-region algorithm for unconstrained derivative-free optimization, Derivative-free optimization methods, A derivative-free trust-region algorithm with copula-based models for probability maximization problems, A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies

Uses Software

• NEWUOA
• DFO
• BOBYQA

Cites Work

• Derivative-free methods for nonlinear programming with general lower-level constraints
• Active-set strategy in Powell's method for optimization without derivatives
• Geometry of interpolation sets in derivative free optimization
• General Lagrange and Hermite interpolation in \(R^n\) with applications to finite element methods
• Inexact Restoration Method for Derivative-Free Optimization with Smooth Constraints
• Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization
• An active-set trust-region method for derivative-free nonlinear bound-constrained optimization
• Developments of NEWUOA for minimization without derivatives
• On the geometry phase in model-based algorithms for derivative-free optimization
• Introduction to Derivative-Free Optimization
• Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
• Numerical Optimization
• Trust Region Methods
• Pattern Search Methods for Linearly Constrained Minimization
• A Globally Convergent Filter Method for Nonlinear Programming
• Convergence Properties of Minimization Algorithms for Convex Constraints Using a Structured Trust Region
• Function Minimization by Interpolation in a Data Table
• Stationarity Results for Generating Set Search for Linearly Constrained Optimization
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