A Direct Search Optimization Method That Models the Objective and Constraint Functions by Linear Interpolation

@inproceedings{Powell1994ADS,
  title={A Direct Search Optimization Method That Models the Objective and Constraint Functions by Linear Interpolation},
  author={M. J. D. Powell},
  year={1994}
}
An iterative algorithm is proposed for nonlinearly constrained optimization calculations when there are no derivatives. Each iteration forms linear approximations to the objective and constraint functions by interpolation at the vertices of a simplex and a trust region bound restricts each change to the variables. Thus a new vector of variables is calculated, which may replace one of the current vertices, either to improve the shape of the simplex or because it is the best vector that has been… 

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The purpose of this note is to point out how an interested mathematical programmer could obtain computer programs of more than 120 constrained nonlinear programming problems which have been used in the past to test and compare optimization codes.