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A DIRECT-type approach for derivative-free constrained global optimization

Author

Listed:
  • G. Di Pillo

    (“Sapienza” University of Rome)

  • G. Liuzzi

    (Consiglio Nazionale delle Ricerche)

  • S. Lucidi

    (“Sapienza” University of Rome)

  • V. Piccialli

    (Università degli Studi di Roma “Tor Vergata”)

  • F. Rinaldi

    (Università di Padova)

Abstract

In the field of global optimization, many efforts have been devoted to globally solving bound constrained optimization problems without using derivatives. In this paper we consider global optimization problems where both bound and general nonlinear constraints are present. To solve this problem we propose the combined use of a DIRECT-type algorithm with a derivative-free local minimization of a nonsmooth exact penalty function. In particular, we define a new DIRECT-type strategy to explore the search space by explicitly taking into account the two-fold nature of the optimization problems, i.e. the global optimization of both the objective function and of a feasibility measure. We report an extensive experimentation on hard test problems to show viability of the approach.

Suggested Citation

  • G. Di Pillo & G. Liuzzi & S. Lucidi & V. Piccialli & F. Rinaldi, 2016. "A DIRECT-type approach for derivative-free constrained global optimization," Computational Optimization and Applications, Springer, vol. 65(2), pages 361-397, November.
    • Handle: RePEc:spr:coopap:v:65:y:2016:i:2:d:10.1007_s10589-016-9876-3
    DOI: 10.1007/s10589-016-9876-3
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    References listed on IDEAS

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    1. Giampaolo Liuzzi & Stefano Lucidi & Veronica Piccialli, 2010. "A partition-based global optimization algorithm," Journal of Global Optimization, Springer, vol. 48(1), pages 113-128, September.
    2. G. Di Pillo & S. Lucidi & F. Rinaldi, 2012. "An approach to constrained global optimization based on exact penalty functions," Journal of Global Optimization, Springer, vol. 54(2), pages 251-260, October.
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    Citations

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    Cited by:

    1. Stefano Lucidi & Mauro Passacantando & Francesco Rinaldi, 2022. "Solving non-monotone equilibrium problems via a DIRECT-type approach," Journal of Global Optimization, Springer, vol. 83(4), pages 699-725, August.
    2. Jorge Miranda-Pino & Daniel Murphy & Kieran Walsh & Eric Young, 2020. "A Model of Expenditure Shocks," Working Papers 20-04, Federal Reserve Bank of Cleveland.
    3. E. F. Campana & M. Diez & G. Liuzzi & S. Lucidi & R. Pellegrini & V. Piccialli & F. Rinaldi & A. Serani, 2018. "A multi-objective DIRECT algorithm for ship hull optimization," Computational Optimization and Applications, Springer, vol. 71(1), pages 53-72, September.
    4. Stripinis, Linas & Žilinskas, Julius & Casado, Leocadio G. & Paulavičius, Remigijus, 2021. "On MATLAB experience in accelerating DIRECT-GLce algorithm for constrained global optimization through dynamic data structures and parallelization," Applied Mathematics and Computation, Elsevier, vol. 390(C).
    5. Donald R. Jones & Joaquim R. R. A. Martins, 2021. "The DIRECT algorithm: 25 years Later," Journal of Global Optimization, Springer, vol. 79(3), pages 521-566, March.
    6. M. Fernanda P. Costa & Ana Maria A. C. Rocha & Edite M. G. P. Fernandes, 2018. "Filter-based DIRECT method for constrained global optimization," Journal of Global Optimization, Springer, vol. 71(3), pages 517-536, July.
    7. Candelieri Antonio, 2021. "Sequential model based optimization of partially defined functions under unknown constraints," Journal of Global Optimization, Springer, vol. 79(2), pages 281-303, February.
    8. Ishan Bajaj & M. M. Faruque Hasan, 2020. "Global dynamic optimization using edge-concave underestimator," Journal of Global Optimization, Springer, vol. 77(3), pages 487-512, July.

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