Artículo

An inexact restoration derivative-free filter method for nonlinear programming

Echebest, Nélida Ester; Schuverdt, María LauraIcon ; Vignau, Raúl Pedro
Fecha de publicación: 03/2017
Editorial: Sociedade Brasileira de Matemática Aplicada e Computacional
Revista: Matematica Aplicada E Computacional
ISSN: 0101-8205
e-ISSN: 1807-0302
Idioma: Inglés
Tipo de recurso: Artículo publicado
Clasificación temática:

Resumen

An inexact restoration derivative-free filter method for nonlinear programming is introduced in this paper. Each iteration is composed of a restoration phase, which reduces a measure of infeasibility, and an optimization phase, which reduces the objective function. The restoration phase is solved using a derivative-free method for solving underdetermined nonlinear systems with bound constraints, developed previously by the authors. An alternative for solving the optimization phase is considered. Theoretical convergence results and some preliminary numerical experiments are presented.
Palabras clave: Derivative-Free , Filter Methods , Inexact Restoration Methods , Nonlinear Programming
 
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info:eu-repo/semantics/openAccess Excepto donde se diga explícitamente, este item se publica bajo la siguiente descripción: Creative Commons Attribution-NonCommercial-ShareAlike 2.5 Unported (CC BY-NC-SA 2.5)
Identificadores
URI: http://hdl.handle.net/11336/56421
DOI: http://dx.doi.org/10.1007/s40314-015-0253-0
URL: https://link.springer.com/article/10.1007%2Fs40314-015-0253-0
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Articulos de CTRO.CIENTIFICO TECNOL.CONICET - LA PLATA
Citación
Echebest, Nélida Ester; Schuverdt, María Laura; Vignau, Raúl Pedro; An inexact restoration derivative-free filter method for nonlinear programming; Sociedade Brasileira de Matemática Aplicada e Computacional; Matematica Aplicada E Computacional; 36; 1; 3-2017; 693-718
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