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Advisor(s)
Abstract(s)
Constraints nonlinear optimization problems can be solved using penalty or barrier
functions. This strategy, based on solving the problems without constraints obtained
from the original problem, have shown to be e ective, particularly when used with direct
search methods.
An alternative to solve the previous problems is the lters method. The lters
method introduced by Fletcher and Ley er in 2002, , has been widely used to solve
problems of the type mentioned above. These methods use a strategy di erent from
the barrier or penalty functions. The previous functions de ne a new one that combine
the objective function and the constraints, while the lters method treat optimization
problems as a bi-objective problems that minimize the objective function and a function
that aggregates the constraints.
Motivated by the work of Audet and Dennis in 2004, using lters method with
derivative-free algorithms, the authors developed works where other direct search meth-
ods were used, combining their potential with the lters method. More recently. In a
new variant of these methods was presented, where it some alternative aggregation
restrictions for the construction of lters were proposed.
This paper presents a variant of the lters method, more robust than the previous
ones, that has been implemented with a safeguard procedure where values of the function
and constraints are interlinked and not treated completely independently.
Description
Keywords
Constrained nonlinear optimization Filters method Direct search methods
Pedagogical Context
Citation
Publisher
CMMSE - Computational and Mathematical Methods in Science and Engineering