Luís Nunes Vicente

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Direct-search methods are a class of popular derivative-free algorithms characterized by evaluating the objective function using a step size and a number of (polling) directions. When applied to the minimization of smooth functions, the polling directions are typically taken from positive spanning sets which in turn must have at least n+1 vectors in an(More)
In this paper it is proposed to equip direct-search methods with a general procedure to minimize an objective function, possibly non-smooth, without using derivatives and subject to constraints on the variables. One aims at considering constraints, most likely nonlinear or non-smooth, for which the derivatives of the corresponding functions are also(More)
In this paper we show how to modify a large class of evolution strategies (ES's) for unconstrained optimization to rigorously achieve a form of global convergence, meaning convergence to stationary points independently of the starting point. The type of ES under consideration recombines the parent points by means of a weighted sum, around which the(More)
In this paper we propose, analyze, and test algorithms for constrained optimization when no use of derivatives of the objective function is made. The proposed methodology is built upon the globally convergent evolution strategies previously introduced by the authors for unconstrained optimization. Two approaches are encompassed to handle the constraints. In(More)
Surrogate models are frequently used in the optimization engineering community as convenient approaches to deal with functions for which evaluations are expensive or noisy, or lack convexity. These methodologies do not typically guarantee any type of convergence under reasonable assumptions. In this paper we will show how to incorporate the use of(More)
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