Priscila Savulski Ferreira – Optimization Online

Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming

Published: 2015/07/22, Updated: 2016/08/31

Constrained Nonlinear Optimization derivative-free optimization, filter methods, global convergence, inexact restoration, nonlinear programming, numerical experiments

In this work we present an algorithm for solving constrained optimization problems that does not make explicit use of the objective function derivatives. The algorithm mixes an inexact restoration framework with filter techniques, where the forbidden regions can be given by the flat or slanting filter rule. Each iteration is decomposed in two independent phases: … Read more

A globally convergent trust-region algorithm for unconstrained derivative-free optimization

Published: 2014/03/10, Updated: 2022/05/13

Priscila Savulski Ferreira

Elizabeth Wegner Karas

Mael Sachine

Nonlinear Optimization, Other Topics, Unconstrained Optimization derivative-free optimization, polynomial interpolation and global convergence, trust-region methods, unconstrained optimization

In this work we explicit a derivative-free trust-region algorithm for unconstrained optimization based on the paper (Computational Optimization and Applications 53: 527-555, 2012) proposed by Powell. The objective function is approximated by quadratic models obtained by polynomial interpolation. The number of points of the interpolation set is fixed. In each iteration only one interpolation point … Read more