A Progressive Barrier for Derivative-Free Nonlinear Programming

The researchers propose a new constraint-handling approach for general constraints that is applicable to a widely used class of constrained derivative-free optimization methods. As in many methods that allow infeasible iterates, constraint violations are aggregated into a single constraint violation...

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Veröffentlicht in:	SIAM journal on optimization Jg. 20; H. 1; S. 445 - 472
Hauptverfasser:	Audet, Charles, Dennis, J. E.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2009
Schlagworte:	Algorithms Barriers Calculus Mathematical analysis Nonlinear programming Optimization Pattern search Strategy Studies Thresholds
ISSN:	1052-6234, 1095-7189
Online-Zugang:	Volltext
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