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

作者：Sampaio Ph R^*; Toint Ph L

来源：Computational Optimization and Applications, 2015, 61(1): 25-49.

DOI：10.1007/s10589-014-9715-3

• Derivative-free optimization
• Trust-region method
• Trust funnel
• Equality constraints

A new derivative-free method is proposed for solving equality-constrained nonlinear optimization problems. This method is of the trust-funnel variety and is also based on the use of polynomial interpolation models. In addition, it uses a self-correcting geometry procedure in order to ensure that the interpolation problem is well defined in the sense that the geometry of the set of interpolation points does not differ too much from the ideal one. The algorithm is described in detail and some encouraging numerical results are presented.

• 出版日期2015-5