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A MADS Algorithm with a Progressive Barrier for Derivative-Free Nonlinear Programming
We propose a new algorithm for general constrained derivative-free optimization. As in most methods, constraint violations are aggregated into a single constraint violation function. As in filter methods, a threshold, or ...
Parallel Space Decomposition of the Mesh Adaptive Direct Search Algorithm
This paper describes a Parallel Space Decomposition (PSD) technique for the Mesh Adaptive Direct Search (MADS) algorithm. MADS extends Generalized Pattern Search for constrained nonsmooth optimization problems. The objective ...