Derivative-free optimization methods

J Larson, M Menickelly, SM Wild - Acta Numerica, 2019 - cambridge.org
In many optimization problems arising from scientific, engineering and artificial intelligence
applications, objective and constraint functions are available only as the output of a black …

Maximum likelihood extended gradient‐based estimation algorithms for the input nonlinear controlled autoregressive moving average system with variable‐gain …

X Liu, Y Fan - International Journal of Robust and Nonlinear …, 2021 - Wiley Online Library
Variable‐gain nonlinearity is a piecewise‐linear characteristic to describe the process with
different gains in different input regions. This article studies the parameter estimation issue …

A variational-based fixed-point algorithm for the limit analysis of dry-masonry block structures with non-associative Coulomb friction

NA Nodargi, C Intrigila, P Bisegna - International Journal of Mechanical …, 2019 - Elsevier
The limit analysis of dry-masonry block structures with non-associative Coulomb friction is
formulated as a Mixed Complementarity Problem. Using variational arguments, it is proven …

Model-based derivative-free methods for convex-constrained optimization

M Hough, L Roberts - SIAM Journal on Optimization, 2022 - SIAM
We present a model-based derivative-free method for optimization subject to general convex
constraints, which we assume are unrelaxable and accessed only through a projection …

Quasi-Newton methods for constrained nonlinear systems: complexity analysis and applications

L Marini, B Morini, M Porcelli - Computational Optimization and …, 2018 - Springer
We address the solution of constrained nonlinear systems by new linesearch quasi-Newton
methods. These methods are based on a proper use of the projection map onto the convex …

A locally convergent inexact projected Levenberg–Marquardt-type algorithm for large-scale constrained nonsmooth equations

FR de Oliveira, FR de Oliveira - Journal of Computational and Applied …, 2023 - Elsevier
This work presents a variant of an inexact projected Levenberg–Marquardt algorithm for
solving constrained nonsmooth equations. More precisely, we propose a local inexact …

An inexact projected LM type algorithm for solving convex constrained nonlinear equations

DS Gonçalves, MLN Gonçalves, FR Oliveira - Journal of Computational …, 2021 - Elsevier
In this paper, we propose two complementary variants of the projected Levenberg–
Marquardt (LM) algorithm for solving convex constrained nonlinear equations. Since the …

An inexact Newton-like conditional gradient method for constrained nonlinear systems

MLN Gonçalves, FR Oliveira - Applied Numerical Mathematics, 2018 - Elsevier
In this paper, we propose an inexact Newton-like conditional gradient method for solving
constrained systems of nonlinear equations. The local convergence of the new method as …

Solving nonlinear systems of equations via spectral residual methods: stepsize selection and applications

E Meli, B Morini, M Porcelli, C Sgattoni - Journal of Scientific Computing, 2022 - Springer
Spectral residual methods are derivative-free and low-cost per iteration procedures for
solving nonlinear systems of equations. They are generally coupled with a nonmonotone …

Global inexact quasi-Newton method for nonlinear system of equations with constraints

CA Arias, HJ Martínez, R Pérez - Applied Numerical Mathematics, 2020 - Elsevier
In this paper, we propose a Projected Inexact Quasi-Newton Method (PIQN) to solve
nonlinear systems of equations with nonnegative constraints and we develop its respective …