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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Bibliographic Details

Published in:	SIAM journal on optimization Vol. 20; no. 1; pp. 445 - 472
Main Authors:	Audet, Charles, Dennis, J. E.
Format:	Journal Article
Language:	English
Published:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2009
Subjects:	Algorithms Barriers Calculus Mathematical analysis Nonlinear programming Optimization Pattern search Strategy Studies Thresholds
ISSN:	1052-6234, 1095-7189
Online Access:	Get full text
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