解线性等式约束优化问题的模式搜索过滤集方法

doi:10.15960/j.cnki.issn.1007-6093.2015.03.012

Abstract

Abstract:

In this paper a pattern search filter algorithm for linearly equality-constrained derivative-free optimization is proposed. In this work we embed a filter technique in a derivative-free optimization algorithm which improves the efficiency of algorithms. The global convergence of new algorithm is established. Initial numerical results show that the new algorithm is efficient.

Key words: derivative-free optimization, pattern searchalgorithm, filter technique, constrained optimization, globalconvergence

CHEN Ning, SUN Wenyu, YUAN Jinyun. A pattern search filter method for linearly equality-constrained optimization problems[J]. Operations Research Transactions, 2015, 19(3): 96-107.

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A pattern search filter method for linearly equality-constrained optimization problems

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