Phillipe Sampaio

A trust-funnel method for nonlinear optimization problems with general nonlinear constraints and its application to derivative-free optimization

  • Phillipe Sampaio
  • Philippe L. Toint
    • Categories Constrained Nonlinear Optimization Tags , , ,

    A trust-funnel method is proposed for solving nonlinear optimization problems with general nonlinear constraints. It extends the one presented by Gould and Toint (Math. Prog., 122(1):155-196, 2010), originally proposed for equality-constrained optimization problems only, to problems with both equality and inequality constraints and where simple bounds are also considered. As the original one, our method … Read more

    A derivative-free trust-funnel method for equality-constrained nonlinear optimization

  • Phillipe Sampaio
  • Philippe L. Toint
    • Categories Constrained Nonlinear Optimization Tags , , , ,

    In this work, we look into new derivative-free methods to solve equality-constrained optimization problems. Of particular interest, are the trust-region techniques, which have been investigated for the unconstrained and bound-constrained cases. For solving equality-constrained optimization problems, we introduce a derivative-free adaptation of the trust-funnel method combined with a self-correcting geometry scheme and present some encouraging … Read more

    Worst-case evaluation complexity of non-monotone gradient-related algorithms for unconstrained optimization

  • Coralia Cartis
  • Phillipe Sampaio
  • Philippe L. Toint
    • Categories Nonlinear Systems and Least-Squares, Unconstrained Optimization Tags , ,

    The worst-case evaluation complexity of finding an approximate first-order critical point using gradient-related non-monotone methods for smooth nonconvex and unconstrained problems is investigated. The analysis covers a practical linesearch implementation of these popular methods, allowing for an unknown number of evaluations of the objective function (and its gradient) per iteration. It is shown that this … Read more