More test examples for nonlinear programming codes
More test examples for nonlinear programming codes
Global optimization
Test Examples for Nonlinear Programming Codes
Test Examples for Nonlinear Programming Codes
Pattern Search Algorithms for Mixed Variable Programming
SIAM Journal on Optimization
On the Convergence of Pattern Search Algorithms
SIAM Journal on Optimization
Pattern Search Algorithms for Bound Constrained Minimization
SIAM Journal on Optimization
A Derivative-Free Algorithm for Bound Constrained Optimization
Computational Optimization and Applications
A Pattern Search Filter Method for Nonlinear Programming without Derivatives
SIAM Journal on Optimization
An Algorithm Model for Mixed Variable Programming
SIAM Journal on Optimization
Mesh Adaptive Direct Search Algorithms for Constrained Optimization
SIAM Journal on Optimization
Algorithm 909: NOMAD: Nonlinear Optimization with the MADS Algorithm
ACM Transactions on Mathematical Software (TOMS)
Computers and Operations Research
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We consider the problem of minimizing a continuously differentiable function of several variables subject to simple bound constraints where some of the variables are restricted to take integer values. We assume that the first order derivatives of the objective function can be neither calculated nor approximated explicitly. This class of mixed integer nonlinear optimization problems arises frequently in many industrial and scientific applications and this motivates the increasing interest in the study of derivative-free methods for their solution. The continuous variables are handled by a linesearch strategy whereas to tackle the discrete ones we employ a local search-type approach. We propose different algorithms which are characterized by the way the current iterate is updated and by the stationarity conditions satisfied by the limit points of the sequences they produce.