A derivative-free algorithm for inequality constrained nonlinear programming via smoothing of an ℓ∞ penalty function

SIAM Journal on Optimization

Volumn 20, Issue 1, 2009, Pages 1-29

  Liuzzi, G ^a   Lucidi, S ^b  

^a CNR   (Italy)

^b SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

Constrained optimization; Derivative free optimization; Nondifferentiable exact penalty functions; Nonlinear programming

Indexed keywords

APRIORI; CONSTRAINED MINIMIZATION; CONSTRAINED NONLINEAR PROGRAMMING; CONSTRAINED PROBLEM; DERIVATIVE-FREE; DERIVATIVE-FREE ALGORITHM; DERIVATIVE-FREE OPTIMIZATION; EXACT PENALTIES; FINITE NUMBER; FIRST ORDER DERIVATIVES; HUMAN BODIES; KARUSH KUHN TUCKERS; NON-LINEAR OPTIMIZATION PROBLEMS; NON-SMOOTH; NON-SMOOTHNESS; NON-STATIONARY POINTS; NONDIFFERENTIABLE EXACT PENALTY FUNCTIONS; OBJECTIVE FUNCTIONS; PENALTY FUNCTION; PENALTY PARAMETERS; REAL-WORLD PROBLEM; STATIONARY POINTS;

ALGORITHMS; DYNAMIC PROGRAMMING; EQUIVALENCE CLASSES; FUNCTIONS; GLUCOSE; IMAGE REGISTRATION; NONLINEAR PROGRAMMING; PARAMETER ESTIMATION;

CONSTRAINED OPTIMIZATION;

EID: 70450210967     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/070711451     Document Type: Article

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