black-box optimization

An Inexact Restoration Direct Multisearch Filter Approach to Multiobjective Constrained Derivative-free Optimization

  • Everton Silva
  • Ana Luisa Custódio
    • Categories Constrained Nonlinear Optimization, Nonsmooth Optimization Tags , , , , , ,

    Direct Multisearch (DMS) is a well-established class of methods for multiobjective derivative-free optimization, where constraints are addressed by an extreme barrier approach, only evaluating feasible points. In this work, we propose a filter approach, combined with an inexact feasibility restoration step, to address constraints in the DMS framework. The filter approach treats feasibility as an … Read more

    Worst-case evaluation complexity of a derivative-free quadratic regularization method

  • Geovani Nunes Grapiglia
    • Categories Nonlinear Optimization Tags , , ,

    This short paper presents a derivative-free quadratic regularization method for unconstrained minimization of a smooth function with Lipschitz continuous gradient. At each iteration, trial points are computed by minimizing a quadratic regularization of a local model of the objective function. The models are based on forward finite-difference gradient approximations. By using a suitable acceptance condition … Read more