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Filter Pattern Search Algorithms for Mixed Variable Constrained Optimization Problems

Abramson, Mark A.; Audet, Charles; Dennis, J.E. Jr. (2004-06)

A new class of algorithms for solving nonlinearly constrained mixed variable optimization problems is presented. This class combines and extends the Audet-Dennis Generalized Pattern Search (GPS) algorithms for bound ...

Mesh Adaptive Direct Search Algorithms for Constrained Optimization

Audet, Charles; Dennis, J.E. Jr. (2004-01)

This paper introduces the Mesh Adaptive Direct Search (MADS) class of algorithms for nonlinear optimization. MADS extends the Generalized Pattern Search (GPS) class by allowing local exploration, called polling, in a dense ...