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A new Algorithm for Equality- and Bound-Constrained DFO

Tröltzsch, Anke (2013) A new Algorithm for Equality- and Bound-Constrained DFO. In: Recent Advances on Optimization. Recent Advances on Optimization, 24.-26. Juli 2013, Toulouse, Frankreich.

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Abstract

This poster will present a new algorithm for equality- and bound-constrained nonlinear optimization without derivatives. A trust-region SQP framework is used to handle the constraints. The algorithm can be viewed as an extension of the algorithm BCDFO as it also applies the technique of self-correcting geometry and an active-set strategy to handle bound constraints. We present numerical results on a test set of equality-constrained problems from the CUTEr problem collection.

Item URL in elib:https://elib.dlr.de/86267/
Document Type:Conference or Workshop Item (Poster)
Title:A new Algorithm for Equality- and Bound-Constrained DFO
Authors:
AuthorsInstitution or Email of AuthorsAuthors ORCID iD
Tröltzsch, Ankeanke.troeltzsch (at) dlr.deUNSPECIFIED
Date:July 2013
Journal or Publication Title:Recent Advances on Optimization
Refereed publication:No
Open Access:No
Gold Open Access:No
In SCOPUS:No
In ISI Web of Science:No
Editors:
EditorsEmail
CERFACS, CERFACSUNSPECIFIED
Status:Published
Keywords:derivative-free optimization, SQP, trust region
Event Title:Recent Advances on Optimization
Event Location:Toulouse, Frankreich
Event Type:international Conference
Event Dates:24.-26. Juli 2013
Organizer:CERFACS
HGF - Research field:Aeronautics, Space and Transport
HGF - Program:Space
HGF - Program Themes:Space Transport
DLR - Research area:Raumfahrt
DLR - Program:R RP - Raumtransport
DLR - Research theme (Project):R - Proj. Thermas (old)
Location: Köln-Porz
Institutes and Institutions:Institut of Simulation and Software Technology
Institut of Simulation and Software Technology > Distributed Systems and Component Software
Deposited By: Tröltzsch, Anke
Deposited On:06 Dec 2013 09:53
Last Modified:08 May 2014 23:16

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