A new method of moving asymptotes for large scale minimization subject to linear inequality constraints is discussed in this paper. In each step of the iterative process, a descend direction is obtained by solving a convex separable subproblem with dual technique. The new rules for controlling...

In this paper we show how techniques from response surface methodology and mathematical programming can be combined into a new sequential derivative-free approach for solving unconstrained deterministic black-box optimization problems.In this sequential derivative-free optimization approach...

This paper presents a trust region subspace method for minimizing large-scale unconstrained problems. We choose a subspace that consists of some old directions which are invariable and some newest directions which are changed at each iteration. A restart technique is used when the old directions...