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
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...
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...
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...
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...