| Full text | |
| Author(s): |
Diniz-Ehrhardt, M. A.
;
Martinez, J. M.
;
Pedroso, L. G.
Total Authors: 3
|
| Document type: | Journal article |
| Source: | COMPUTATIONAL & APPLIED MATHEMATICS; v. 30, n. 1, p. 34-pg., 2011-01-01. |
| Abstract | |
Augmented Lagrangian methods for derivative-free continuous optimization with constraints are introduced in this paper. The algorithms inherit the convergence results obtained by Andreani, Birgin, Martinez and Schuverdt for the case in which analytic derivatives exist and are available. In particular, feasible limit points satisfy KKT conditions under the Constant Positive Linear Dependence (CPLD) constraint qualification. The form of our main algorithm allows us to employ well established derivative-free subalgorithms for solving lower-level constrained subproblems. Numerical experiments are presented. (AU) | |
| FAPESP's process: | 06/53768-0 - Computational methods of optimization |
| Grantee: | José Mário Martinez Perez |
| Support Opportunities: | Research Projects - Thematic Grants |
| FAPESP's process: | 04/15635-2 - Derivative-free nonlinear programming |
| Grantee: | Lucas Garcia Pedroso |
| Support Opportunities: | Scholarships in Brazil - Doctorate |