Projects per year
Abstract
We consider the problem of minimizing a function whose derivatives are not
available. This paper first presents an algorithm for solving problems of this
class using interpolation polynomials and trustregion techniques.
We then show how both the data structure and the procedure allowing to build
the interpolating polynomials may be adapted in a suitable way to consider
problems for which the Hessian matrix is known to be sparse with a general
sparsity pattern.
The favourable behaviour of the resulting algorithm is confirmed with numerical
experiments illustrating the advantages of the method in terms of storage,
speed and function evaluations, the latter criterion being particularly
important in the framework of derivativefree optimization.
Original language  English 

Title of host publication  Trends in industrial and applied mathematics 
Subtitle of host publication  Proceedings of the 1st International conference on industrial and applied mathematics of the Indian subcontinent 
Editors  A. H Siddiqi, M Kocvara 
Place of Publication  Dordrecht 
Publisher  Kluwer Academic Publishers 
Pages  131147 
Number of pages  17 
Volume  72 
Publication status  Published  2002 
Keywords
 interpolation models
 sparsity
 trustregion methods
 derivativefree optimization
Fingerprint Dive into the research topics of 'A derivativefree algorithm for sparse unconstrained optimization problems'. Together they form a unique fingerprint.
Projects
 2 Active

DFO: Derivative free numerical algorithms for optimization
TOINT, P., COLSON, B., Gratton, S., Tröltzsch, A. & RODRIGUES SAMPAIO, P.
1/03/94 → …
Project: Research

Student Theses

Trustregion algorithms for derivativefree optimization and nonlinear bilevel programming
Author: Colson, B., 2003Supervisor: Toint, P. (Supervisor), Henrard, J. (Jury), Sartenaer, A. (Jury), Savard, G. (External person) (Jury) & VICENTE, L. (External person) (Jury)
Student thesis: Doc types › Doctor of Sciences