Combined pattern search and ranking and selection for simulation optimization
WSC '04 Proceedings of the 36th conference on Winter simulation
Scatter search for chemical and bio-process optimization
Journal of Global Optimization
A mathematical framework to optimize ATR systems with non-declarations and sensor fusion
Computers and Operations Research
International Journal of Robotics Research
Parametric annealing: A stochastic search method for human pose tracking
Pattern Recognition
International Journal of Hybrid Intelligent Systems
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A new class of algorithms for solving nonlinearly constrained mixed variable optimization problems is presented. The Audet-Dennis Generalized Pattern Search (GPS) algorithm for bound constrained mixed variable optimization problems is extended to problems with general nonlinear constraints by incorporating a filter, in which new iterates are accepted whenever they decrease the incumbent objective function value or constraint violation function value. Additionally, the algorithm can exploit any available derivative information (or rough approximation thereof) to speed convergence without sacrificing the flexibility often employed by GPS methods to find better local optima. In generalizing existing GPS algorithms, the new theoretical convergence results presented here reduce seamlessly to existing results for more specific classes of problems. While no local continuity or smoothness assumptions are made, a hierarchy of theoretical convergence results is given, in which the assumptions dictate what can be proved about certain limit points of the algorithm. A new Matlab© software package was developed to implement these algorithms. Numerical results are provided for several nonlinear optimization problems from the CUTE test set, as well as a difficult nonlinearly constrained mixed variable optimization problem in the design of a load-bearing thermal insulation system used in cryogenic applications.