Derivative-free nonlinear optimization filter simplex
نویسندگان
چکیده
منابع مشابه
Derivative-free nonlinear optimization filter simplex
The filter method is a technique for solving nonlinear programming problems. The filter algorithm has two phases in each iteration. The first one reduces a measure of infeasibility, while in the second the objective function value is reduced. In real optimization problems, usually the objective function is not differentiable or its derivatives are unknown. In these cases it becomes essential to...
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ژورنال
عنوان ژورنال: International Journal of Applied Mathematics and Computer Science
سال: 2010
ISSN: 1641-876X
DOI: 10.2478/v10006-010-0051-1