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SIAMJO
2008
93views more  SIAMJO 2008»
13 years 4 months ago
Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
A class of trust-region methods is presented for solving unconstrained nonlinear and possibly nonconvex discretized optimization problems, like those arising in systems governed by...
Serge Gratton, Annick Sartenaer, Philippe L. Toint
JOTA
2011
78views more  JOTA 2011»
12 years 7 months ago
Outer Trust-Region Method for Constrained Optimization
Given an algorithm A for solving some mathematical problem based on the iterative solution of simpler subproblems, an Outer Trust-Region (OTR) modification of A is the result of ...
Ernesto G. Birgin, Emerson V. Castelani, Andr&eacu...
SIAMSC
2008
191views more  SIAMSC 2008»
13 years 4 months ago
ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
Abstract. We present a new derivative-free algorithm, ORBIT, for unconstrained local optimization of computationally expensive functions. A trust-region framework using interpolati...
Stefan M. Wild, Rommel G. Regis, Christine A. Shoe...
ICCS
2009
Springer
13 years 11 months ago
Experience with Approximations in the Trust-Region Parallel Direct Search Algorithm
Recent years have seen growth in the number of algorithms designed to solve challenging simulation-based nonlinear optimization problems. One such algorithm is the Trust-Region Par...
S. M. Shontz, V. E. Howle, P. D. Hough
SIAMJO
2010
88views more  SIAMJO 2010»
12 years 11 months ago
A Primal-Dual Exterior Point Method for Nonlinear Optimization
In this paper, a primal dual method for general possible nonconvex nonlinear optimization problems is considered. The method is an exterior point type method which means that it p...
Hiroshi Yamashita, Takahito Tanabe