An inexact restoration derivative-free filter method for nonlinear programming

An inexact restoration derivative-free filter method for nonlinear programming is introduced in this paper. Each iteration is composed of a restoration phase, which reduces a measure of infeasibility, and an optimization phase, which reduces the objective function. The restoration phase is solved u...

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Detalles Bibliográficos
Autores principales:	Echebest, Nélida Ester, Schuverdt, María Laura, Vignau, Raúl Pedro
Formato:	Articulo Preprint
Lenguaje:	Inglés
Publicado:	2017
Materias:	Matemática Derivative-free Nonlinear programming Filter methods Inexact restoration methods
Acceso en línea:	http://sedici.unlp.edu.ar/handle/10915/103327
Aporte de:	SEDICI (UNLP) de Universidad Nacional de La Plata

id	I19-R120-10915-103327
record_format	dspace
institution	Universidad Nacional de La Plata
institution_str	I-19
repository_str	R-120
collection	SEDICI (UNLP)
language	Inglés
topic	Matemática Derivative-free Nonlinear programming Filter methods Inexact restoration methods
spellingShingle	Matemática Derivative-free Nonlinear programming Filter methods Inexact restoration methods Echebest, Nélida Ester Schuverdt, María Laura Vignau, Raúl Pedro An inexact restoration derivative-free filter method for nonlinear programming
topic_facet	Matemática Derivative-free Nonlinear programming Filter methods Inexact restoration methods
description	An inexact restoration derivative-free filter method for nonlinear programming is introduced in this paper. Each iteration is composed of a restoration phase, which reduces a measure of infeasibility, and an optimization phase, which reduces the objective function. The restoration phase is solved using a derivative-free method for solving underdetermined nonlinear systems with bound constraints, developed previously by the authors. An alternative for solving the optimization phase is considered. Theoretical convergence results and some preliminary numerical experiments are presented.
format	Articulo Preprint
author	Echebest, Nélida Ester Schuverdt, María Laura Vignau, Raúl Pedro
author_facet	Echebest, Nélida Ester Schuverdt, María Laura Vignau, Raúl Pedro
author_sort	Echebest, Nélida Ester
title	An inexact restoration derivative-free filter method for nonlinear programming
title_short	An inexact restoration derivative-free filter method for nonlinear programming
title_full	An inexact restoration derivative-free filter method for nonlinear programming
title_fullStr	An inexact restoration derivative-free filter method for nonlinear programming
title_full_unstemmed	An inexact restoration derivative-free filter method for nonlinear programming
title_sort	inexact restoration derivative-free filter method for nonlinear programming
publishDate	2017
url	http://sedici.unlp.edu.ar/handle/10915/103327
work_keys_str_mv	AT echebestnelidaester aninexactrestorationderivativefreefiltermethodfornonlinearprogramming AT schuverdtmarialaura aninexactrestorationderivativefreefiltermethodfornonlinearprogramming AT vignauraulpedro aninexactrestorationderivativefreefiltermethodfornonlinearprogramming AT echebestnelidaester inexactrestorationderivativefreefiltermethodfornonlinearprogramming AT schuverdtmarialaura inexactrestorationderivativefreefiltermethodfornonlinearprogramming AT vignauraulpedro inexactrestorationderivativefreefiltermethodfornonlinearprogramming
bdutipo_str	Repositorios
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An inexact restoration derivative-free filter method for nonlinear programming

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