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Different Second Order Approximations in a model-based SQP Trust-Region DFO Method

Tröltzsch, Anke (2014) Different Second Order Approximations in a model-based SQP Trust-Region DFO Method. In: Optimization 2014 Conference. University of Minho. Optimization 2014, 28.-30. Juli 2014, Guimaraes, Portugal.

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Abstract

A trust-region SQP method for general nonlinear constrained optimization without derivatives is proposed. The trust-region step is computed by a Byrd-Omojokun-like approach. An active-set strategy is used to handle bound constraints and inequality constraints. The objective and constraint functions are approximated by local linear or quadratic interpolation. In this work, we want to examine different approximation techniques.

Item URL in elib:https://elib.dlr.de/90389/
Document Type:Conference or Workshop Item (Speech)
Title:Different Second Order Approximations in a model-based SQP Trust-Region DFO Method
Authors:
AuthorsInstitution or Email of AuthorsAuthors ORCID iD
Tröltzsch, Ankeanke.troeltzsch (at) dlr.deUNSPECIFIED
Date:July 2014
Journal or Publication Title:Optimization 2014 Conference
Refereed publication:Yes
Open Access:No
Gold Open Access:No
In SCOPUS:No
In ISI Web of Science:No
Publisher:University of Minho
Series Name:Book of Abstracts
Status:Published
Keywords:derivative-free optimization, equlaity and inequality constraints, second order approximations
Event Title:Optimization 2014
Event Location:Guimaraes, Portugal
Event Type:international Conference
Event Dates:28.-30. Juli 2014
Organizer:University of Minho
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 > Distributed Systems and Component Software
Deposited By: Tröltzsch, Anke
Deposited On:09 Dec 2014 14:20
Last Modified:09 Dec 2014 14:20

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