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Type: Artigo de periódico
Title: Derivative-free methods for nonlinear programming with general lower-level constraints
Author: Diniz-Ehrhardt, MA
Martinez, JM
Pedroso, LG
Abstract: Augmented Lagrangian methods for derivative-free continuous optimization with constraints are introduced in this paper. The algorithms inherit the convergence results obtained by Andreani, Birgin, Martinez and Schuverdt for the case in which analytic derivatives exist and are available. In particular, feasible limit points satisfy KKT conditions under the Constant Positive Linear Dependence (CPLD) constraint qualification. The form of our main algorithm allows us to employ well established derivative-free subalgorithms for solving lower-level constrained subproblems. Numerical experiments are presented.
Subject: nonlinear programming
Augmented Lagrangian
global convergence
optimality conditions
derivative-free optimization
constraint qualifications
Country: Brasil
Editor: Soc Brasileira Matematica Aplicada & Computacional
Citation: Computational & Applied Mathematics. Soc Brasileira Matematica Aplicada & Computacional, v. 30, n. 1, n. 19, n. 52, 2011.
Rights: aberto
Date Issue: 2011
Appears in Collections:Unicamp - Artigos e Outros Documentos

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