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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Detalhes bibliográficos
Autor principal: Gratton, Serge (author)
Outros Autores: Vicente, Luís Nunes (author)
Formato: article
Idioma:eng
Publicado em: 2014
Texto completo:http://hdl.handle.net/10316/45560
País:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/45560