inexact restoration

Assessing the reliability of general-purpose Inexact Restoration methods

  • Ernesto G. Birgin
  • Luís Felipe Bueno
  • José Mario Martínez
    • Categories Constrained Nonlinear Optimization Tags , ,

    Inexact Restoration methods have been proved to be effective to solve constrained optimization problems in which some structure of the feasible set induces a natural way of recovering feasibility from arbitrary infeasible points. Sometimes natural ways of dealing with minimization over tangent approximations of the feasible set are also employed. A recent paper [N. Banihashemi … Read more

    Inexact Restoration method for Derivative-Free Optimization with smooth constraints

  • Luís Felipe Bueno
  • A. Friedlander
  • José Mario Martínez
  • Francisco N. C. Sobral
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization, Optimization Software and Modeling Systems Tags , , ,

    A new method is introduced for solving constrained optimization problems in which the derivatives of the constraints are available but the derivatives of the objective function are not. The method is based on the Inexact Restoration framework, by means of which each iteration is divided in two phases. In the first phase one considers only … Read more