Please use this identifier to cite or link to this item: http://hdl.handle.net/10316/45560
Title: A Merit Function Approach for Direct Search
Authors: Gratton, Serge 
Vicente, Luís Nunes 
Issue Date: 2014
Publisher: Society for Industrial and Applied Mathematics (SIAM)
Project: info:eu-repo/grantAgreement/FCT/COMPETE/132981/PT 
Serial title, monograph or event: SIAM Journal on Optimization
Volume: 24
Issue: 4
Abstract: 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 derivatives of the corresponding functions are also unavailable. The novelty of this contribution relies mostly on how relaxable constraints are handled. Such constraints, which can be relaxed during the course of the optimization, are taken care of by a merit function and, if necessary, by a restoration procedure. Constraints that are unrelaxable, when present, are treated by an extreme barrier approach. One is able to show that the resulting merit function direct-search algorithm exhibits global convergence properties for first-order stationary constraints. As in the progressive barrier method [C. Audet and J. E. Dennis Jr., SIAM J. Optim., 20 (2009), pp. 445--472], we provide a mechanism to indicate the transfer of constraints from the relaxable set to the unrelaxable one.
URI: http://hdl.handle.net/10316/45560
DOI: 10.1137/130917661
Rights: openAccess
Appears in Collections:I&D CMUC - Artigos em Revistas Internacionais

Files in This Item:
File Description SizeFormat
merit.pdf256.95 kBAdobe PDFView/Open
Show full item record

SCOPUSTM   
Citations

6
checked on Jun 25, 2019

WEB OF SCIENCETM
Citations

6
checked on Jun 25, 2019

Page view(s) 10

675
checked on Oct 16, 2019

Download(s)

53
checked on Oct 16, 2019

Google ScholarTM

Check

Altmetric

Dimensions


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.