In this paper, we modify a derivative-free line search algorithm (DFL) proposed in the Ref. (Liuzzi et al. SIAM J Optimiz 20(5):2614-2635, 2010) to minimize a continuously differentiable function of boxconstrained va...
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In this paper, we modify a derivative-free line search algorithm (DFL) proposed in the Ref. (Liuzzi et al. SIAM J Optimiz 20(5):2614-2635, 2010) to minimize a continuously differentiable function of box constrained variables or unconstrainedvariables with nonlinear constraints. The first-order derivatives of the objective function and of the constraints are assumed to be neither calculated nor explicitly approximated. Different line-searches are used for box-constrainedvariables and unconstrainedvariables. Accordingly the convergence to stationary points is proved. The computational behavior of the method has been evaluated on a set of test problems. The performance and data profiles are used to compare with DFL.
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