Publications of Stefano Lucidi

This page shows all publications that appeared in the IASI annual research reports. Authors currently affiliated with the Institute are always listed with the full name.

You can browse through them using either the links of the following line or those associated with author names.

Show all publications of the year  1999, with author Lucidi S., in the category IASI Research Reports (or show them all):


IASI Research Report n. 502  (Previous )  

Lucidi S., Marco Sciandrone, Tseng P.

Objective-derivative-free methods for constrained optimization

ABSTRACT
We propose feasible descent methods for constrained minimization that do not make explicit use of objective derivative information. The methods at each iteration sample the objective function value along a finite set of feasible search arcs and decrease the sampling stepsize if an improved objective function value is not sampled. The search arcs are obtained by projecting search direction rays onto the feasible set and the search directions are chosen such that a subset approximately generates the cone of first?order feasible variations at the current iterate. We show that these methods have desirable convergence properties under certain regularity assumptions on the constraints. In the case of linear constraints, the projections are redundant and the regularity assumptions hold automatically. Numerical experience with the methods in the linear constraint case is reported.
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