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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
Citation
Publisher
CMMSE - Computational and Mathematical Methods in Science and Engineering