Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.22/4073
Título: Filters method in direct search optimization, new measures to admissibility
Autor: Correia, Aldina
Matias, João
Mestre, Pedro
Serôdio, Carlos
Palavras-chave: Constrained nonlinear optimization
Filters method
Filters methods
Data: 2011
Editora: CMMSE - Computational and Mathematical Methods in Science and Engineering
Relatório da Série N.º: 11th International Conference on Computational and Mathematical Methods in Science and Engineering; Vol. 1
Resumo: Constrained nonlinear optimization problems are usually solved using penalty or barrier methods combined with unconstrained optimization methods. Another alternative used to solve constrained nonlinear optimization problems is the lters method. Filters method, introduced by Fletcher and Ley er in 2002, have been widely used in several areas of constrained nonlinear optimization. These methods treat optimization problem as bi-objective attempts to minimize the objective function and a continuous function that aggregates the constraint violation functions. Audet and Dennis have presented the rst lters method for derivative-free nonlinear programming, based on pattern search methods. Motivated by this work we have de- veloped a new direct search method, based on simplex methods, for general constrained optimization, that combines the features of the simplex method and lters method. This work presents a new variant of these methods which combines the lters method with other direct search methods and are proposed some alternatives to aggregate the constraint violation functions.
Peer review: yes
URI: http://hdl.handle.net/10400.22/4073
ISBN: 978-84-614-6167-7
Versão do Editor: http://gsii.usal.es/cmmse//index.php?option=com_content&task=view&id=15&Itemid=17
Aparece nas colecções:ESTGF - CNE - Comunicações em Eventos Científicos
ESTGF - CIICESI - Comunicações em eventos científicos

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