Derivative-free nonlinear optimization filter simplex

• Autorzy: Aldina Correia , João Matias , Pedro Mestre , Carlos Serodio
• Języki publikacji: EN

Abstrakty

EN

The filter method is a technique for solving nonlinear programming problems. The filter algorithm has two phases in each iteration. The first one reduces a measure of infeasibility, while in the second the objective function value is reduced. In real optimization problems, usually the objective function is not differentiable or its derivatives are unknown. In these cases it becomes essential to use optimization methods where the calculation of the derivatives or the verification of their existence is not necessary: direct search methods or derivative-free methods are examples of such techniques. In this work we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of simplex and filter methods. This method neither computes nor approximates derivatives, penalty constants or Lagrange multipliers.

Słowa kluczowe

EN

nonlinear constrained optimization; filter methods; direct search methods

• Wydawca: University of Zielona Gora Press
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2010
• Tom: 20
• Numer: 4
• Strony: 679-688

Daty

wydano

2010

otrzymano

2010-01-13

poprawiono

2010-06-24

Twórcy

autor

Aldina Correia

• ESTGF-IPP, School of Technology and Management of Felgueiras, Polytechnic Institute of Porto, 4610-156 Felgueiras, Portugal
• CM-UTAD, Centre for Mathematics, University of Trás-os-Montes and Alto Douro, 5000-911 Vila Real, Portugal

autor

João Matias

• CM-UTAD, Centre for Mathematics, University of Trás-os-Montes and Alto Douro, 5000-911 Vila Real, Portugal

autor

Pedro Mestre

• CITAB, Centre for the Research and Technology of Agro-Environment and Biological Sciences, University of Trás-os-Montes and Alto Douro, 5000-911 Vila Real, Portugal

autor

Carlos Serodio

• CITAB, Centre for the Research and Technology of Agro-Environment and Biological Sciences, University of Trás-os-Montes and Alto Douro, 5000-911 Vila Real, Portugal

Bibliografia

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Identyfikatory

DOI

10.2478/v10006-010-0051-1