Search Results for author: Philippe L. Toint

Found 2 papers, 1 papers with code

Exploiting problem structure in derivative free optimization

1 code implementation14 Jan 2020 Margherita Porcelli, Philippe L. Toint

A structured version of derivative-free random pattern search optimization algorithms is introduced which is able to exploit coordinate partially separable structure (typically associated with sparsity) often present in unconstrained and bound-constrained optimization problems.

Optimization and Control 65K05, 90C56, 90C90

Sharp worst-case evaluation complexity bounds for arbitrary-order nonconvex optimization with inexpensive constraints

no code implementations3 Nov 2018 Coralia Cartis, Nick I. M. Gould, Philippe L. Toint

We provide sharp worst-case evaluation complexity bounds for nonconvex minimization problems with general inexpensive constraints, i. e.\ problems where the cost of evaluating/enforcing of the (possibly nonconvex or even disconnected) constraints, if any, is negligible compared to that of evaluating the objective function.

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