Derivative-free methods for nonlinear programming: constrained and noisy problems

• Grant number: 13/12964-4
• Support Opportunities: Scholarships in Brazil - Doctorate
• Start date: December 01, 2013
• End date: February 28, 2017
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Principal Investigator: Sandra Augusta Santos
• Grantee: Deise Gonçalves Ferreira
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Associated research grant: 13/05475-7 - Computational methods in optimization, AP.TEM

Abstract

This research project aims to develop globally convergent algorithms for derivative-free nonlinear programming, addressing noisy problems, with algebraic and/or implicit constraints. The starting point is the class of sampling-based implicit filtering methods. A major purpose is to exploit the more appropriate features of the existing generating set search algorithms, combined with the intrinsic freedom of the implicit filtering methods, to obtain efficient and robust strategies. Another goal is to analyze the constraint qualification assumptions employed in the literature of mesh adaptive direct searches, to potentially weak them. A computational investigation will support the theoretical analysis.

Scientific publications

(4)

(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)

DINIZ-EHRHARDT, M. A.; FERREIRA, D. G.; SANTOS, S. A.. Applying the pattern search implicit filtering algorithm for solving a noisy problem of parameter identification. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, FEB 2020. (13/07375-0, 18/24293-0, 13/12964-4)

DINIZ-EHRHARDT, M. A.; FERREIRA, D. G.; SANTOS, S. A.. A pattern search and implicit filtering algorithm for solving linearly constrained minimization problems with noisy objective functions. OPTIMIZATION METHODS & SOFTWARE, v. 34, n. 4, p. 827-852, JUL 4 2019. (13/12964-4, 13/05475-7, 13/07375-0)

DINIZ-EHRHARDT, M. A.; FERREIRA, D. G.; SANTOS, S. A.. Applying the pattern search implicit filtering algorithm for solving a noisy problem of parameter identification. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, v. 76, n. 3, p. 32-pg., 2020-02-19. (13/07375-0, 18/24293-0, 13/12964-4)

DINIZ-EHRHARDT, M. A.; FERREIRA, D. G.; SANTOS, S. A.. Applying the pattern search implicit filtering algorithm for solving a noisy problem of parameter identification. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, v. 76, n. 3, SI, p. 835-866, JUL 2020. (13/07375-0, 18/24293-0, 13/12964-4)

Academic Publications

(References retrieved automatically from State of São Paulo Research Institutions)

FERREIRA, Deise Gonçalves. Derivative-free methods for nonlinear programming: linearly constrained problems with noisy objective function. 2017. Doctoral Thesis - Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Computação Científica Campinas, SP.