We propose a differential evolution-based algorithm for constrained global optimization. Although differential evolution has been used as the underlying global solver, central to our approach is the penalty function that we introduce. The adaptive nature of the penalty function makes the results...

A trust-region-based derivative free algorithm for solving bound constrained mixed integer nonlinear programs is developed in this paper. The algorithm is proven to converge to a local minimum after a finite number of function evaluations. In addition, an improved definition of local minima of...

Based on the NEWUOA algorithm, a new derivative-free algorithm is developed, named LCOBYQA. The main aim of the algorithm is to find a minimizer <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$x^{*} \in\mathbb{R}^{n}$</EquationSource> </InlineEquation> of a non-linear function, whose derivatives are unavailable, subject to linear inequality constraints. The algorithm is...</equationsource></inlineequation>