• Corpus ID: 17660202

A derivative-free trust-region augmented Lagrangian algorithm

@inproceedings{Audet2016ADT,
  title={A derivative-free trust-region augmented Lagrangian algorithm},
  author={Charles Audet and S{\'e}bastien Le Digabel and Mathilde Peyrega},
  year={2016}
}
We present a new derivative-free trust-region (DFTR) algorithm to solve general nonlinear constrained problems with the use of an augmented Lagrangian method. No derivatives are used, neither for the objective function nor for the constraints. An augmented Lagrangian method, known as an effective tool to solve equality and inequality constrained optimization problems with derivatives, is exploited to minimize the subproblems, composed of quadratic models that approximate the original objective… 

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