Publication
Improvement of a filters method in a derivative free optimization
| dc.contributor.author | Matias, João | |
| dc.contributor.author | Mestre, Pedro | |
| dc.contributor.author | Correia, Aldina | |
| dc.contributor.author | Serôdio, Carlos | |
| dc.date.accessioned | 2014-02-26T15:16:05Z | |
| dc.date.available | 2014-02-26T15:16:05Z | |
| dc.date.issued | 2012 | |
| dc.description.abstract | 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. | por |
| dc.identifier.isbn | 978-84-615-5392-1 | |
| dc.identifier.uri | http://hdl.handle.net/10400.22/4071 | |
| dc.language.iso | eng | por |
| dc.peerreviewed | yes | por |
| dc.publisher | CMMSE - Computational and Mathematical Methods in Science and Engineering | por |
| dc.relation.ispartofseries | 12th International Conference on Computational and Mathematical Methods in Science and Engineering; Vol. 3 | |
| dc.relation.publisherversion | http://gsii.usal.es/cmmse//index.php?option=com_content&task=view&id=15&Itemid=16 | por |
| dc.subject | Constrained nonlinear optimization | por |
| dc.subject | Filters method | por |
| dc.subject | Direct search methods | por |
| dc.title | Improvement of a filters method in a derivative free optimization | por |
| dc.type | conference object | |
| dspace.entity.type | Publication | |
| oaire.citation.conferencePlace | Murcia, Spain | por |
| oaire.citation.endPage | 851 | por |
| oaire.citation.startPage | 841 | por |
| oaire.citation.title | Proceedings of the 12th International Conference on Computational and Mathematical Methods in Science and Engineering | por |
| oaire.citation.volume | Vol. 3 | por |
| rcaap.rights | openAccess | por |
| rcaap.type | conferenceObject | por |