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

Phillipe Sampaio(phillipe.sampaio***at***unamur.be)
Philippe Toint(philippe.toint***at***unamur.be)

Abstract: 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 initial numerical results.

Keywords: nonlinear optimization, derivative-free optimization, trust-region method, trust funnel, equality constraints

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Citation: Report NAXYS-08-2014, Namur Center for Complex Systems, University of Namur, Namur, Belgium.

Download: [PDF]

Entry Submitted: 02/27/2014
Entry Accepted: 02/27/2014
Entry Last Modified: 02/27/2014

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