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

Résultats de recherche: Contribution à un journal/une revueArticle

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.

Graphical Abstract: [Figure not available: see fulltext.]

langueAnglais
Pages25-49
Nombre de pages25
journalComputational Optimization and Applications
Volume61
Numéro1
Les DOIs
étatPublié - 1 mai 2015

Empreinte digitale

Derivative-free
Constrained Optimization
Nonlinear Optimization
Interpolation
Equality
Derivative-free Methods
Derivatives
Polynomial Interpolation
Interpolation Problem
Nonlinear Problem
Well-defined
Figure
Geometry
Interpolate
Optimization Problem
Numerical Results
Polynomials
Model
Graphics

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    title = "A derivative-free trust-funnel method for equality-constrained nonlinear optimization",
    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.]",
    keywords = "Derivative-free optimization, Equality constraints, Trust funnel, Trust-region method",
    author = "{Rodrigues Sampaio}, Phillipe and Toint, {Ph L.}",
    year = "2015",
    month = "5",
    day = "1",
    doi = "10.1007/s10589-014-9715-3",
    language = "English",
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    journal = "Computational Optimization and Applications",
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    A derivative-free trust-funnel method for equality-constrained nonlinear optimization. / Rodrigues Sampaio, Phillipe; Toint, Ph L.

    Dans: Computational Optimization and Applications, Vol 61, Numéro 1, 01.05.2015, p. 25-49.

    Résultats de recherche: Contribution à un journal/une revueArticle

    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

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    JO - Computational Optimization and Applications

    T2 - Computational Optimization and Applications

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    SN - 0926-6003

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