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math.OC2024
Nonlinear Derivative-free Constrained Optimization with a Penalty-Interior Point Method and Direct Search
Andrea Brilli, Ana L. Custódio, Giampaolo Liuzzi +1
In this work, the joint use of a mixed penalty-interior point method and direct search is proposed, to address {nonlinear} constrained derivative-free optimization problems. A meri…
math.OC2024
An Inexact Restoration Direct Multisearch Filter Approach to Multiobjective Constrained Derivative-free Optimization
Everton J. Silva, Ana Luísa Custódio
Direct Multisearch (DMS) is a well-established class of methods for multiobjective derivative-free optimization, where constraints are addressed by an extreme barrier approach, onl…