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Filter Pattern Search Algorithms for Mixed Variable Constrained Optimization Problems
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
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 ...