A Pattern Search Filter Method for Nonlinear Programming without Derivatives
نویسندگان
چکیده
منابع مشابه
A Pattern Search Filter Method for Nonlinear Programming without Derivatives
This paper formulates and analyzes a pattern search method for general constrained optimization based on filter methods for step acceptance. Roughly, a filter method accepts a step that either improves the objective function value or the value of some function that measures the constraint violation. The new algorithm does not compute or approximate any derivatives, penalty constants or Lagrange...
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A new method is introduced for solving equality constrained nonlinear optimization problems. This method does not use a penalty function, nor a barrier or a filter, and yet can be proved to be globally convergent to first-order stationary points. It uses different trustregions to cope with the nonlinearities of the objective function and the constraints, and allows inexact SQP steps that do not...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2004
ISSN: 1052-6234,1095-7189
DOI: 10.1137/s105262340138983x