Active-set strategy in Powell's method for optimization without derivatives

In this article we present an algorithm for solving bound constrained optimization problems without derivatives based on Powell's method for derivative-free optimization. First we consider the unconstrained optimization problem. At each iteration a quadratic interpolation model of the objective...

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Detalles Bibliográficos
Autores principales: Arouxét, María Belén, Echebest, Nélida Ester, Pilotta, Elvio Ángel
Formato: Articulo
Lenguaje:Inglés
Publicado: 2011
Materias:
Ciencias Exactas
Matemática
active-set method
derivative-free optimization
spectral gradient method
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/40173
http://www.scielo.br/pdf/cam/v30n1/09.pdf
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata

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