A Derivative-Free algorithm for general (inequality) constrained optimization problems (The C version of the code has been kindly provided by Prof. Klaus Truemper from University of Texas at Dallas). Available in: Matlab; Fortran90; C
Copyright (C) 2011 - G. Liuzzi, S. Lucidi, M. Sciandrone, K. Truemper
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Relevant PublicationsG. Liuzzi, S. Lucidi, M. Sciandrone. Sequential Penalty Derivative-free Methods for Nonlinear Constrained Optimization, SIAM Journal on Optimization, 20(5): 2614-2635 (2010) DOI: 10.1137/090750639
G. Liuzzi, K. Truemper. Parallelized hybrid optimization methods for nonsmooth problems using NOMAD and linesearch, Computational and Applied Mathematics, 37(3):3172-3207 (2018) DOI: 10.1007/s40314-017-0505-2