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Improvement of a filters method in a derivative free optimization

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Resumo: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.
Autores principais:Matias, João
Outros Autores:Mestre, Pedro; Correia, Aldina; Serôdio, Carlos
Assunto:Constrained nonlinear optimization Filters method Direct search methods
Ano:2012
País:Portugal
Tipo de documento:documento de conferência
Tipo de acesso:acesso restrito
Instituição associada:Instituto Politécnico do Porto
Idioma:inglês
Origem:Repositório Científico do Instituto Politécnico do Porto

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