An active-set trust-region method for derivative-free nonlinear bound-constrained optimization

Optimization Methods and Software

Volumn 26, Issue 4-5, 2011, Pages 873-894

  Gratton, Serge ^a   Toint, Philippe L ^b   Tröltzsch, Anke ^c  

^a UNIVERSITÉ DE TOULOUSE   (France)

^b University of Namur   (Belgium)

^c CERFACS   (France)

Author keywords

active set methods; bound constraints; derivative free optimization; nonlinear optimization; numerical experiments; trust region

Indexed keywords

ACTIVE-SET METHODS; BOUND CONSTRAINTS; DERIVATIVE-FREE OPTIMIZATION; NON-LINEAR OPTIMIZATION; NUMERICAL EXPERIMENTS; TRUST REGION;

ALGORITHMS; CONVEX OPTIMIZATION; TOPOLOGY;

CONSTRAINED OPTIMIZATION;

EID: 80053291926     PISSN: 10556788     EISSN: 10294937     Source Type: Journal    
DOI: 10.1080/10556788.2010.549231     Document Type: Conference Paper

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