A mixed interior/exterior-point method for nonlinear programming is described, that handles constraints by way of an <i>l</i>₁-penalty function. A...

An automatic method for constructing linear relaxations of constrained global optimization problems is proposed. Such a construction is based on affine and i...

We introduce the OPAL framework in which the identification of good algorithmic parameters is interpreted as a black box optimization problem whose variables...

Recent advances in coupling novel optimization methods to large-scale computing problems have opened the door to tackling a diverse set of physically realist...

This intentionally short tutorial is an introduction to the main features of AMPL that are relevant to nonlinear optimization model authoring. Pointers are g...

This work analyzes constrained black box optimization in which the functions defining the problem are periodic with respect to some or all the variables. We ...

This work studies multi-objective optimization <i>(MOP)</i> of nonsmooth functions subject to general constraints. We first present definitions and optimalit...

<p>The class of Mesh Adaptive Direct Search (MADS) algorithms is designed for the optimization of constrained black-box problems. The purpose of this paper i...

We present a procedure for self calibration of a pinhole camera subject to radial distortion. Radial distortion parameters are estimated using a nonlinear le...

We propose a class of projected Krylov methods for the solution of unsymmetric augmented systems of equations such as those arising from the finite-element f...

Shared storage policy allows more flexible use of space than that allowed by the dedicated storage policy. This paper addresses duration-of-stay based shared...

The peak load is the maximum daily processing capacity requirement in a warehouse, and is an alternative criterion for the storage location assignment proble...

The purpose of this paper is to introduce a new way of choosing directions for the Mesh Adaptive Direct Search (MADS) class of algorithms. The advantages of...

We describe LANCELOT_simple, an interface to the LANCELOT B nonlinear optimization package within the GALAHAD library (Gould, Orban and Toint, 2003) which ig...

Storage location assignment and interleaving policy are two closely related problems in warehousing management. This paper addresses the location assignmen...

In this paper, we examine sets of tools associated to modeling systems for mathematical programming which can be used to automatically detect the presence ...

We propose a new approach to solve the multi-objective portfolio selection problem in the presence of skewness. The selection of efficient portfolios require...

This paper describes a Parallel Space Decomposition (PSD) technique for the Mesh Adaptive Direct Search (MADS) algorithm. MADS extends Generalized Pattern ...

We recall the use of squared slacks used to transform inequality constraints into equalities and several reasons why their introduction may be harmful in ...

In previous work, the generalized pattern search (GPS) algorithm for linearly constrained (continuous) optimization was extended to mixed variable problems...