LINCOA (LINearly Constrained Optimization Algorithm), an algorithm that seeks the least value of a nonlinear function subject to linear inequality constraints, without using derivatives of the objective function.
Keywords for this software
References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Audet, Charles; Le Digabel, Sébastien; Peyrega, Mathilde: Linear equalities in blackbox optimization (2015)
- Powell, M.J.D.: On fast trust region methods for quadratic models with linear constraints (2015)