DFL - A Derivative-Free Library - DIRDFN: A DIRECT-type approach for derivative-free constrained global optimization. In the field of global optimization, many efforts have been devoted to globally solving bound constrained optimization problems without using derivatives. In this paper we consider global optimization problems where both bound and general nonlinear constraints are present. To solve this problem we propose the combined use of a DIRECT-type algorithm with a derivative-free local minimization of a nonsmooth exact penalty function. In particular, we define a new DIRECT-type strategy to explore the search space by explicitly taking into account the two-fold nature of the optimization problems, i.e. the global optimization of both the objective function and of a feasibility measure. We report an extensive experimentation on hard test problems to show viability of the approach.
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References in zbMATH (referenced in 8 articles , 1 standard article )
Showing results 1 to 8 of 8.
- Antonio, Candelieri: Sequential model based optimization of partially defined functions under unknown constraints (2021)
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- Stripinis, Linas; Paulavičius, Remigijus: A new \textttDIRECT-GLh algorithm for global optimization with hidden constraints (2021)
- Stripinis, Linas; Žilinskas, Julius; Casado, Leocadio G.; Paulavičius, Remigijus: On \textttMATLABexperience in accelerating \textttDIRECT-GLce algorithm for constrained global optimization through dynamic data structures and parallelization (2021)
- Bajaj, Ishan; Hasan, M. M. Faruque: Global dynamic optimization using edge-concave underestimator (2020)
- Campana, E. F.; Diez, M.; Liuzzi, G.; Lucidi, S.; Pellegrini, R.; Piccialli, V.; Rinaldi, F.; Serani, A.: A multi-objective \textbfDIRECTalgorithm for ship hull optimization (2018)
- Costa, M. Fernanda P.; Rocha, Ana Maria A. C.; Fernandes, Edite M. G. P.: Filter-based DIRECT method for constrained global optimization (2018)
- Di Pillo, G.; Liuzzi, G.; Lucidi, S.; Piccialli, V.; Rinaldi, F.: A DIRECT-type approach for derivative-free constrained global optimization (2016)