Solving constrained optimization problems using direct search methods: System UH-DISE

Solving constrained optimization problems using direct search methods: System UH-DISE

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Article ID: iaor1998439
Country: Cuba
Volume: 17
Issue: 1/3
Start Page Number: 11
End Page Number: 18
Publication Date: Jan 1996
Journal: Revista de Investigacin Operacional
Authors: ,
Keywords: direct search
Abstract:

The application of several non-derivative search techniques to the solution of the non-linear constrained programming problem via a penalty approach is examined. The result of numerical experiments with different test-problems, some of them very non-convex, is shown. A computer code implementing this strategy is offered.

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