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Advisor(s)
Abstract(s)
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.
Description
Keywords
Constrained nonlinear optimization Filters method Filters methods
Citation
Publisher
CMMSE - Computational and Mathematical Methods in Science and Engineering