Derivative-free nonlinear programming / Programação não linear sem derivadas

AUTOR(ES)

Lucas Garcia Pedroso

DATA DE PUBLICAÇÃO

2009

RESUMO

We propose in this work a derivative-free Augmented Lagrangian algorithm for the general problem of optimization. We consider the method due to Andreani, Birgin, Martínez and Schuverdt, eliminating the derivative computations in the algorithm by making suitable modifications on the stopping criterion. The good theoretical results of the method were mantained, as convergence under the CPLD constraint qualification and the limitation of the penalty parameter. Numerical experiments are presented, and the most relevant of them is an example of derivative-free problem based on the simulation of areas of figures on the plane

ASSUNTO(S)

otimização com restrições constrained optimization derivative-free methods nonlinear programming programação não-linear metodos sem derivadas

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