Abstract
Abstract: A new derivative-free method is proposed for solving equality-constrained nonlinear optimization problems. This method is of the trust-funnel variety and is also based on the use of polynomial interpolation models. In addition, it uses a self-correcting geometry procedure in order to ensure that the interpolation problem is well defined in the sense that the geometry of the set of interpolation points does not differ too much from the ideal one. The algorithm is described in detail and some encouraging numerical results are presented.
Graphical Abstract: [Figure not available: see fulltext.]
| Original language | English |
|---|---|
| Pages (from-to) | 25-49 |
| Number of pages | 25 |
| Journal | Computational Optimization and Applications |
| Volume | 61 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1 May 2015 |
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Keywords
- Derivative-free optimization
- Equality constraints
- Trust funnel
- Trust-region method
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A derivative-free trust-funnel method for equality-constrained nonlinear optimization. / Rodrigues Sampaio, Phillipe; Toint, Ph L.
In: Computational Optimization and Applications, Vol. 61, No. 1, 01.05.2015, p. 25-49.Research output: Contribution to journal › Article
TY - JOUR
T1 - A derivative-free trust-funnel method for equality-constrained nonlinear optimization
AU - Rodrigues Sampaio, Phillipe
AU - Toint, Ph L.
PY - 2015/5/1
Y1 - 2015/5/1
N2 - Abstract: A new derivative-free method is proposed for solving equality-constrained nonlinear optimization problems. This method is of the trust-funnel variety and is also based on the use of polynomial interpolation models. In addition, it uses a self-correcting geometry procedure in order to ensure that the interpolation problem is well defined in the sense that the geometry of the set of interpolation points does not differ too much from the ideal one. The algorithm is described in detail and some encouraging numerical results are presented.Graphical Abstract: [Figure not available: see fulltext.]
AB - Abstract: A new derivative-free method is proposed for solving equality-constrained nonlinear optimization problems. This method is of the trust-funnel variety and is also based on the use of polynomial interpolation models. In addition, it uses a self-correcting geometry procedure in order to ensure that the interpolation problem is well defined in the sense that the geometry of the set of interpolation points does not differ too much from the ideal one. The algorithm is described in detail and some encouraging numerical results are presented.Graphical Abstract: [Figure not available: see fulltext.]
KW - Derivative-free optimization
KW - Equality constraints
KW - Trust funnel
KW - Trust-region method
U2 - 10.1007/s10589-014-9715-3
DO - 10.1007/s10589-014-9715-3
M3 - Article
VL - 61
SP - 25
EP - 49
JO - Computational Optimization and Applications
JF - Computational Optimization and Applications
SN - 0926-6003
IS - 1
ER -