ICCOPT 2013 Talk, Room 1.5, Tuesday, July 30, 11:30-13:00

 Speaker: Lucas Garcia Pedroso, UFPR (Federal University of Paraná), Brazil
 Title: A derivative-free trust-region method for nonlinear programming
 Co-authors: Paulo Domingos Conejo, Elizabeth Wegner Karas, Ademir Alves Ribeiro, Mael Sachine

 Abstract:
Scientific Program

In this work we propose a trust-region algorithm for the problem of minimizing a function within a convex closed domain. We assume that the objective function is differentiable but no derivatives are available. The algorithm has a very simple structure and allows a great deal of freedom in the choice of the quadratic models. Under reasonable assumptions for derivative-free schemes, we prove global convergence for the algorithm, that is to say, that all accumulation points of the sequence generated by the algorithm are stationary.


 Talk in: Organized Session Tue.A.15 New derivative-free nonlinear optimization algorithms
 Cluster: Derivative-free and simulation-based optimization


 Go to: Tue.A
 Go to: unframed Scientific Program

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