An inexact restoration derivative-free filter method for nonlinear programming

被引：9
作者：
Echebest, N. [1 ]
Schuverdt, M. L. [2 ]
Vignau, R. P. [1 ]
机构：
[1] Univ La Plata, FCE, Dept Math, La Plata, Buenos Aires, Argentina
[2] Univ La Plata, FCE, Dept Math, CONICET, La Plata, Buenos Aires, Argentina
来源：
COMPUTATIONAL & APPLIED MATHEMATICS | 2017年 / 36卷 / 01期
关键词：
Derivative-free; Nonlinear programming; Filter methods; Inexact restoration methods; PATTERN SEARCH METHODS; CONSTRAINED OPTIMIZATION; MINIMIZATION; ALGORITHMS;
D O I：
10.1007/s40314-015-0253-0
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
An inexact restoration derivative-free filter method for nonlinear programming is introduced in this paper. Each iteration is composed of a restoration phase, which reduces a measure of infeasibility, and an optimization phase, which reduces the objective function. The restoration phase is solved using a derivative-free method for solving underdetermined nonlinear systems with bound constraints, developed previously by the authors. An alternative for solving the optimization phase is considered. Theoretical convergence results and some preliminary numerical experiments are presented.
引用
收藏
页码：693 / 718
页数：26
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