CAS OpenIR  > 中科院上海应用物理研究所2011-2019年
A penalty derivative-free algorithm for nonlinear constrained optimization
Lv, W; Sun, Q; Lin, H; Sui, RR; Lv, W (reprint author), Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China.
2015
Source PublicationOPTIMIZATION LETTERS
ISSN1862-4472
Volume9Issue:6Pages:1213—1229
Subtype期刊文献
AbstractIn this paper, we modify a derivative-free line search algorithm (DFL) proposed in the Ref. (Liuzzi et al. SIAM J Optimiz 20(5):2614-2635, 2010) to minimize a continuously differentiable function of box constrained variables or unconstrained variables with nonlinear constraints. The first-order derivatives of the objective function and of the constraints are assumed to be neither calculated nor explicitly approximated. Different line-searches are used for box-constrained variables and unconstrained variables. Accordingly the convergence to stationary points is proved. The computational behavior of the method has been evaluated on a set of test problems. The performance and data profiles are used to compare with DFL.
Indexed BySCI
Language英语
WOS IDWOS:000358550500013
Citation statistics
Document Type期刊论文
Identifierhttp://ir.sinap.ac.cn/handle/331007/24855
Collection中科院上海应用物理研究所2011-2019年
Corresponding AuthorLv, W (reprint author), Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China.
Recommended Citation
GB/T 7714
Lv, W,Sun, Q,Lin, H,et al. A penalty derivative-free algorithm for nonlinear constrained optimization[J]. OPTIMIZATION LETTERS,2015,9(6):1213—1229.
APA Lv, W,Sun, Q,Lin, H,Sui, RR,&Lv, W .(2015).A penalty derivative-free algorithm for nonlinear constrained optimization.OPTIMIZATION LETTERS,9(6),1213—1229.
MLA Lv, W,et al."A penalty derivative-free algorithm for nonlinear constrained optimization".OPTIMIZATION LETTERS 9.6(2015):1213—1229.
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