A Merit Function Approach for Direct Search

In this paper it is proposed to equip direct-search methods with a general procedure to minimize an objective function, possibly nonsmooth, without using derivatives and subject to constraints on the variables. One aims at considering constraints, most likely nonlinear or nonsmooth, for which the de...

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Bibliographic Details
Main Author: Gratton, Serge (author)
Other Authors: Vicente, Luís Nunes (author)
Format: article
Language:eng
Published: 2014
Online Access:http://hdl.handle.net/10316/45560
Country:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/45560