A linesearch-based derivative-free algorithm to nonsmooth 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: Fortran90; C
Copyright (C) 2013 - G.Fasano, G.Liuzzi, S.Lucidi, F.Rinaldi, K. Truemper
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Relevant Publications
G.Fasano, G.Liuzzi, S.Lucidi, F.Rinaldi. A Linesearch-based Derivative-free Approach for Nonsmooth Constrained Optimization, SIAM Journal on Optimization, 24(3): 959-992 (2014) DOI: 10.1137/130940037G.Liuzzi, K.Truemper. Parallelized hybrid optimization methods for nonsmooth problems using NOMAD and linesearch, Computational and Applied Mathematics, 37: 3172-3207 (2018) DOI: 10.1007/s40314-017-0505-2