November 19th

14:30 , R2014 Digiteo Shannon (660) (see location):

Phillipe Sampaio

Title : A derivative-free trust-funnel method for constrained nonlinear optimization.

Abstract :

This work is concerned with the design and implementation of a new trust-region method for constrained derivative-free optimization. This method is based on interpolation models and employs a self-correcting geometry procedure in order to ensure that the geometry of the interpolation set does not differ too much from the ideal one. Numerical results of the proposed method are also presented and show that it compares favorably to competing algorithms.






Contact: cyril.furtlehner@inria.fr