Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.22/4071
Título: Improvement of a filters method in a derivative free optimization
Autor: Matias, João
Mestre, Pedro
Correia, Aldina
Serôdio, Carlos
Palavras-chave: Constrained nonlinear optimization
Filters method
Direct search methods
Data: 2012
Editora: CMMSE - Computational and Mathematical Methods in Science and Engineering
Relatório da Série N.º: 12th International Conference on Computational and Mathematical Methods in Science and Engineering; Vol. 3
Resumo: 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.
Peer review: yes
URI: http://hdl.handle.net/10400.22/4071
ISBN: 978-84-615-5392-1
Versão do Editor: http://gsii.usal.es/cmmse//index.php?option=com_content&task=view&id=15&Itemid=16
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ESTGF - CIICESI - Comunicações em eventos científicos

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