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

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

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