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Operations Research Transactions >

2015 , Vol. 19 >Issue 3: 96 - 107

DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2015.03.012

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

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  • 1. School of Mathematical Sciences, Jiangsu Key Laboratory for NSLSCS, Nanjing Normal University, Nanjing 210023, China; 2. Department of Mathematics, The Federal University of Parana (UFPR), CEP 81531-990, Curitiba, Parana, Brazil

Received date: 2015-05-20

  Online published: 2015-09-15

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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

Cite this article

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

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