nonlinear constrained optimization

A filter sequential adaptive cubic regularisation algorithm for nonlinear constrained optimization

  • Yonggang Pei
  • Shaofang Song
  • Zhu Detong
    • Categories Nonlinear Optimization Tags , , , ,

    In this paper, we propose a filter sequential adaptive regularisation algorithm using cubics (ARC) for solving nonlinear equality constrained optimization. Similar to sequential quadratic programming methods, an ARC subproblem with linearized constraints is considered to obtain a trial step in each iteration. Composite step methods and reduced Hessian methods are employed to tackle the linearized … Read more

    Derivative-free methods for constrained mixed-integer optimization

  • Giampaolo Liuzzi
  • Stefano Lucidi
  • Francesco Rinaldi
    • Categories (Mixed) Integer Nonlinear Programming, Constrained Nonlinear Optimization Tags , ,

    We consider the problem of minimizing a continuously di erentiable function of several variables subject to simple bound and general nonlinear inequality constraints, where some of the variables are restricted to take integer values. We assume that the rst order derivatives of the objective and constraint functions can be neither calculated nor approximated explicitly. This class … Read more

    CUTEr (and SifDec), a Constrained and Unconstrained Testing Environment, revisited

  • Nicholas I. M. Gould
  • Dominique Orban
  • Philippe L. Toint
    • Categories Nonlinear Optimization, Optimization Software Benchmark, Problem Solving Environments Tags , , , ,

    The initial release of CUTE, a widely used testing environment for optimization software was described by Bongartz, Conn, Gould and Toint. The latest version, now known as CUTEr, is presented. New features include reorganisation of the environment to allow simultaneous multi-platform installation, new tools for, and interfaces to, optimization packages, and a considerably simplified and … Read more