Derivative-free nonlinear optimization filter simplex

The filter method is a technique for solving nonlinear programming problems. The filter algorithm has two phases in each iteration. The first one reduces a measure of infeasibility, while in the second the objective function value is reduced. In real optimization problems, usually the objective func...

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Bibliographic Details
Main Author: Correia, Aldina (author)
Other Authors: Matias, João (author), Mestre, Pedro (author), Serôdio, Carlos (author)
Format: article
Language:eng
Published: 2013
Subjects:
Online Access:http://hdl.handle.net/10400.22/1852
Country:Portugal
Oai:oai:recipp.ipp.pt:10400.22/1852