elib
DLR-Header
DLR-Logo -> http://www.dlr.de
DLR Portal Home | Impressum | Datenschutz | Kontakt | English
Schriftgröße: [-] Text [+]

A new algorithm for equality- and bound-constrained optimization without derivatives

Tröltzsch, Anke (2013) A new algorithm for equality- and bound-constrained optimization without derivatives. In: 4th International conference on continuous optimization. ICCOPT 2013, 2013-07-27 - 2013-08-01, Lissabon, Portugal.

[img] PDF - Nur DLR-intern zugänglich
1MB

Kurzfassung

We want to present a new interpolation-based trust-region algorithm which can handle nonlinear and nonconvex optimization problems involving equality constraints and simple bounds on the variables. The equality constraints are handled by a trust-region SQP approach, where each SQP step is decomposed into a normal and a tangential step to account for feasibility as well as for optimality. Special care must be taken in case an iterate is infeasible with respect to the models of the derivative-free constraints. Globalization is handled by using an Augmented Lagrangian penalty function as the merit function. Furthermore, our new algorithm uses features of the algorithm BCDFO, proposed by Gratton et. al. (2011), which handles bound constraints by an active-set method and has shown to be very competitive for bound-constrained problems. It relies also on the technique of self-correcting geometry, proposed by Scheinberg and Toint (2010), to maintain poisedness of the interpolation set. The objective and constraint functions are approximated by polynomials of varying degree (linear or quadratic). We present numerical results on a test set of equality-constrained problems from the CUTEr problem collection.

elib-URL des Eintrags:https://elib.dlr.de/88405/
Dokumentart:Konferenzbeitrag (Vortrag)
Titel:A new algorithm for equality- and bound-constrained optimization without derivatives
Autoren:
AutorenInstitution oder E-Mail-AdresseAutoren-ORCID-iDORCID Put Code
Tröltzsch, Ankeanke.troeltzsch (at) dlr.deNICHT SPEZIFIZIERTNICHT SPEZIFIZIERT
Datum:2013
Erschienen in:4th International conference on continuous optimization
Referierte Publikation:Ja
Open Access:Nein
Gold Open Access:Nein
In SCOPUS:Nein
In ISI Web of Science:Nein
Status:veröffentlicht
Stichwörter:derivative-free optimization, nonlinear optimization, DFO, SQP
Veranstaltungstitel:ICCOPT 2013
Veranstaltungsort:Lissabon, Portugal
Veranstaltungsart:internationale Konferenz
Veranstaltungsbeginn:27 Juli 2013
Veranstaltungsende:1 August 2013
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:28 Feb 2014 09:44
Letzte Änderung:24 Apr 2024 19:54

Nur für Mitarbeiter des Archivs: Kontrollseite des Eintrags

Blättern
Suchen
Hilfe & Kontakt
Informationen
electronic library verwendet EPrints 3.3.12
Gestaltung Webseite und Datenbank: Copyright © Deutsches Zentrum für Luft- und Raumfahrt (DLR). Alle Rechte vorbehalten.