An inexact restoration derivative-free filter method for nonlinear programming

作者: N. Echebest , M. L. Schuverdt , R. P. Vignau

DOI: 10.1007/S40314-015-0253-0

关键词:

摘要: An inexact restoration derivative-free filter method for nonlinear programming is introduced in this paper. Each iteration composed of a phase, which reduces measure infeasibility, and an optimization the objective function. The phase solved using solving underdetermined systems with bound constraints, developed previously by authors. alternative considered. Theoretical convergence results some preliminary numerical experiments are presented.

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