Trust-region algorithms for derivative-free optimization and nonlinear bilevel programming.
Benoît ColsonPublished in: 4OR (2004)
Keyphrases
- unconstrained optimization
- derivative free
- trust region
- optimization methods
- constrained optimization
- search methods
- global optimum
- penalty function
- optimization problems
- objective function
- nonlinear optimization
- gradient method
- newton method
- column generation
- combinatorial optimization
- optimization method
- genetic algorithm
- levenberg marquardt
- global convergence
- hessian matrix
- metaheuristic