Derivative-free methods for nonlinear programming with general lower-level constraints ∗

@inproceedings{DinizEhrhardt2010DerivativefreeMF,
  title={Derivative-free methods for nonlinear programming with general lower-level constraints ∗},
  author={Maria A. Diniz-Ehrhardt and Jos{\'e} Mario Mart́ınez and Lucas G. Pedroso},
  year={2010}
}
Augmented Lagrangian methods for derivative-free continuous optimization with constraints are introduced in this paper. The algorithms inherit the convergence results obtained by Andreani, Birgin, Mart́ınez and Schuverdt for the case in which analytic derivatives exist and are available. In particular, feasible limit points satisfy KKT conditions under the Constant Positive Linear Dependence (CPLD) constraint qualification. The form of our main algorithm allows us to employ well established… CONTINUE READING
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