An active-set trust-region method for derivative-free nonlinear bound-constrained optimization
نویسندگان
چکیده
منابع مشابه
An active-set trust-region method for derivative-free nonlinear bound-constrained optimization
We consider an implementation of a recursive model-based active-set trust-region method for solving bound-constrained nonlinear non-convex optimization problems without derivatives using the technique of self-correcting geometry proposed in [24]. Considering an active-set method in modelbased optimization creates the opportunity of saving a substantial amount of function evaluations when mainta...
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 2011
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556788.2010.549231