Tröltzsch, Anke (2014) A Sequential Quadratic Programming Algorithm for Equality-Constrained Optimization without Derivatives. Optimization Letters. Springer. ISSN 1862-4472. (eingereichter Beitrag)
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Kurzfassung
In this paper, we present a new model-based trust-region derivative-free optimization algorithm which can handle nonlinear equality constraints by applying a sequential quadratic programming (SQP) approach. The SQP methodology is one of the best known and most efficient frameworks to solve equality-constrained optimization problems in gradient-based optimization. Our derivative-free optimization (DFO) algorithm constructs local polynomial interpolation-based models of the objective and constraint functions and computes steps by solving QP sub-problems inside a region using the standard trust-region methodology. As it is crucial for such model-based methods to maintain a good geometry of the set of interpolation points, our algorithm exploits a self-correcting property of the interpolation set geometry. To deal with the trust-region constraint which is intrinsic to the approach of self-correcting geometry, the method of Byrd and Omojokun is applied. Numerical experiments are carried out on a set of test problems from the CUTEr library and on a simulation-based engineering design problem.
elib-URL des Eintrags: | https://elib.dlr.de/86281/ | ||||||||||||
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Dokumentart: | Zeitschriftenbeitrag | ||||||||||||
Titel: | A Sequential Quadratic Programming Algorithm for Equality-Constrained Optimization without Derivatives | ||||||||||||
Autoren: |
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Datum: | 2014 | ||||||||||||
Erschienen in: | Optimization Letters | ||||||||||||
Referierte Publikation: | Nein | ||||||||||||
Open Access: | Nein | ||||||||||||
Gold Open Access: | Nein | ||||||||||||
In SCOPUS: | Ja | ||||||||||||
In ISI Web of Science: | Ja | ||||||||||||
Herausgeber: |
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Verlag: | Springer | ||||||||||||
ISSN: | 1862-4472 | ||||||||||||
Status: | eingereichter Beitrag | ||||||||||||
Stichwörter: | derivative-free optimization, nonlinear optimization, trust region, DFO, SQP | ||||||||||||
HGF - Forschungsbereich: | Luftfahrt, Raumfahrt und Verkehr | ||||||||||||
HGF - Programm: | Raumfahrt | ||||||||||||
HGF - Programmthema: | Raumtransport | ||||||||||||
DLR - Schwerpunkt: | Raumfahrt | ||||||||||||
DLR - Forschungsgebiet: | R RP - Raumtransport | ||||||||||||
DLR - Teilgebiet (Projekt, Vorhaben): | R - Proj. Thermas (alt) | ||||||||||||
Standort: | Köln-Porz | ||||||||||||
Institute & Einrichtungen: | Institut für Simulations- und Softwaretechnik Institut für Simulations- und Softwaretechnik > Verteilte Systeme und Komponentensoftware | ||||||||||||
Hinterlegt von: | Tröltzsch, Anke | ||||||||||||
Hinterlegt am: | 06 Dez 2013 09:46 | ||||||||||||
Letzte Änderung: | 06 Sep 2019 15:30 |
Verfügbare Versionen dieses Eintrags
- A Sequential Quadratic Programming Algorithm for Equality-Constrained Optimization without Derivatives. (deposited 06 Dez 2013 09:46) [Gegenwärtig angezeigt]
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