Sequential penalty derivative-free methods for nonlinear constrained optimization

SIAM Journal on Optimization

Volumn 20, Issue 5, 2010, Pages 2614-2635

  Liuzzi, Giampaolo ^a   Lucidi, Stefano ^b   Sciandrone, Marco ^c  

^a CNR   (Italy)

^b SAPIENZA UNIVERSITY OF ROME   (Italy)

^c UNIVERSITY OF FLORENCE   (Italy)

Author keywords

Derivative free optimization; Nonlinear programming; Sequential penalty functions

Indexed keywords

CONSTRAINED PROBLEM; CONSTRAINT VIOLATION; DERIVATIVE-FREE; DERIVATIVE-FREE METHODS; DERIVATIVE-FREE OPTIMIZATION; DIFFERENTIABLE FUNCTIONS; FIRST ORDER DERIVATIVES; MERIT FUNCTION; NON-LINEAR CONSTRAINTS; NONLINEAR CONSTRAINED OPTIMIZATIONS; OBJECTIVE FUNCTIONS; PENALTY FUNCTION; REAL APPLICATIONS; SAMPLING TECHNIQUE; SCIENTIFIC APPLICATIONS; SEVERAL VARIABLES; STANDARD ASSUMPTIONS; STATIONARY POINTS; TEST PROBLEM; THEORETICAL RESULT;

CONSTRAINED OPTIMIZATION;

NONLINEAR PROGRAMMING;

EID: 77956070698     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/090750639     Document Type: Article

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