Top-level heading

Derivative-free Methods using Linesearch Techniques

Data e ora inizio evento
Data e ora fine evento
Sede

Dipartimento di Matematica Guido Castelnuovo, Università Sapienza Roma

Aula
Sala di Consiglio
Speaker ed affiliazione

S. Lucidi, SAPIENZA Università di Roma

Many real world problems can be modeled as nonlinear optimization problems where the first order derivatives of the objective function and constraints can be neither calculated nor approximated explicitly. This has motivated an a great interest and increasing interest toward the definition and the study of globally convergent derivative-free methods. These methods produce sequences of points "converging" towards stationary points of the considered minimization problem by employing only the information deriving from the function values. This talk considers a particular class of derivative free methods which have the common feature of enforce the global convergence by using line search techniques along suitable search directions. First the main ideas and results of these methods are briefly recalled. Then some algorithms for particular class of nonlinear optimization problems are described.