A derivative-free trust-funnel method for equality-constrained nonlinear optimization

Phillipe Rodrigues Sampaio, Ph L. Toint

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Résumé

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.

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langue originaleAnglais
Pages (de - à)25-49
Nombre de pages25
journalComputational Optimization and Applications
Volume61
Numéro de publication1
Les DOIs
Etat de la publicationPublié - 1 mai 2015

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