A Progressive Barrier for Derivative-Free Nonlinear Programming
نویسندگان
چکیده
We propose a new algorithm for general constrained derivative-free optimization. As in most methods, constraint violations are aggregated into a single constraint violation function. As in filter methods, a threshold, or barrier, is imposed on the constraint violation function, and any trial point whose constraint violation function value exceeds this threshold is discarded from consideration. In the new algorithm, unlike the filter method, the amount of constraint violation subject to the barrier is progressively decreased as the algorithm evolves. Using the Clarke nonsmooth calculus, we prove Clarke stationarity of the sequences of feasible and infeasible trial points. The new method is effective on two academic test problems with up to 50 variables, which were problematic for our GPS filter method. We also test on a chemical engineering problem. The proposed method generally outperforms our LTMADS in the case where no feasible initial points are known, and it does as well when feasible points are known.
منابع مشابه
Seventh-order iterative algorithm free from second derivative for solving algebraic nonlinear equations
متن کامل
THIRD-ORDER AND FOURTH-ORDER ITERATIVE METHODS FREE FROM SECOND DERIVATIVE FOR FINDING MULTIPLE ROOTS OF NONLINEAR EQUATIONS
In this paper, we present two new families of third-order and fourth-order methods for finding multiple roots of nonlinear equations. Each of them requires one evaluation of the function and two of its first derivative per iteration. Several numerical examples are given to illustrate the performance of the presented methods.
متن کاملA Three-terms Conjugate Gradient Algorithm for Solving Large-Scale Systems of Nonlinear Equations
Nonlinear conjugate gradient method is well known in solving large-scale unconstrained optimization problems due to it’s low storage requirement and simple to implement. Research activities on it’s application to handle higher dimensional systems of nonlinear equations are just beginning. This paper presents a Threeterm Conjugate Gradient algorithm for solving Large-Scale systems of nonlinear e...
متن کاملA Scenario-Based Nonlinear Programming Model for a Two-Level Inventory Control Problem: A Case in Dairy Product Industry
In this paper, a novel scenario-based two-level inventory control model with a limited budget is formulated. The demand during the selling period is considered to follow a uniform probability distribution. In addition, it is assumed that there will be some customers who are willing to wait for their demands to be satisfied; thus a service level is considered for these customers. The aim is to f...
متن کاملTwo new three and four parametric with memory methods for solving nonlinear equations
In this study, based on the optimal free derivative without memory methods proposed by Cordero et al. [A. Cordero, J.L. Hueso, E. Martinez, J.R. Torregrosa, Generating optimal derivative free iterative methods for nonlinear equations by using polynomial interpolation, Mathematical and Computer Modeling. 57 (2013) 1950-1956], we develop two new iterative with memory methods for solving a nonline...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 20 شماره
صفحات -
تاریخ انتشار 2009