Paulo Conejo

A trust-region derivative-free algorithm for constrained optimization

  • Paulo Conejo
  • Elizabeth Wegner Karas
  • Lucas G. Pedroso
    • Categories Constrained Nonlinear Optimization

    We propose a trust-region algorithm for constrained optimization problems in which the derivatives of the objective function are not available. In each iteration, the objective function is approximated by a model obtained by quadratic interpolation, which is then minimized within the intersection of the feasible set with the trust region. Since the constraints are handled … Read more

    Global convergence of trust-region algorithms for constrained minimization without derivatives

  • Paulo Conejo
  • Elizabeth Wegner Karas
  • Lucas G. Pedroso
  • Ademir A. Ribeiro
  • Mael Sachine
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization

    In this work we propose a trust-region algorithm for the problem of minimizing a function within a convex closed domain. We assume that the objective function is differentiable but no derivatives are available. The algorithm has a very simple structure and allows a great deal of freedom in the choice of the models. Under reasonable … Read more