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

GNU GPL license

This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program. If not, see http://www.gnu.org/licenses/

Relevant Publications

G. 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

---