Derivative-free nonlinear optimization filter simplex

Detalhes bibliográficos
Autor(a) principal: Correia, Aldina
Data de Publicação: 2010
Outros Autores: Matias, João, Mestre, Pedro, Serôdio, Carlos
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.22/1852
Resumo: 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.
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spelling Derivative-free nonlinear optimization filter simplexNonlinear constrained optimizationFilter methodsDirect search methodsThe 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.University of Zielona Gora PressRepositório Científico do Instituto Politécnico do PortoCorreia, AldinaMatias, JoãoMestre, PedroSerôdio, Carlos2013-08-26T11:15:12Z20102010-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.22/1852eng1641-876X10.2478/v10006-010-0051-1info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-03-13T12:41:19Zoai:recipp.ipp.pt:10400.22/1852Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:22:58.284749Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Derivative-free nonlinear optimization filter simplex
title Derivative-free nonlinear optimization filter simplex
spellingShingle Derivative-free nonlinear optimization filter simplex
Correia, Aldina
Nonlinear constrained optimization
Filter methods
Direct search methods
title_short Derivative-free nonlinear optimization filter simplex
title_full Derivative-free nonlinear optimization filter simplex
title_fullStr Derivative-free nonlinear optimization filter simplex
title_full_unstemmed Derivative-free nonlinear optimization filter simplex
title_sort Derivative-free nonlinear optimization filter simplex
author Correia, Aldina
author_facet Correia, Aldina
Matias, João
Mestre, Pedro
Serôdio, Carlos
author_role author
author2 Matias, João
Mestre, Pedro
Serôdio, Carlos
author2_role author
author
author
dc.contributor.none.fl_str_mv Repositório Científico do Instituto Politécnico do Porto
dc.contributor.author.fl_str_mv Correia, Aldina
Matias, João
Mestre, Pedro
Serôdio, Carlos
dc.subject.por.fl_str_mv Nonlinear constrained optimization
Filter methods
Direct search methods
topic Nonlinear constrained optimization
Filter methods
Direct search methods
description 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.
publishDate 2010
dc.date.none.fl_str_mv 2010
2010-01-01T00:00:00Z
2013-08-26T11:15:12Z
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url http://hdl.handle.net/10400.22/1852
dc.language.iso.fl_str_mv eng
language eng
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10.2478/v10006-010-0051-1
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dc.publisher.none.fl_str_mv University of Zielona Gora Press
publisher.none.fl_str_mv University of Zielona Gora Press
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