A Novel Hybrid Direct Search Method for Constrained Non-Smooth Black-Box Problems
Emanuele Martellia and Edoardo Amaldib, aPolitecnico di Milano, Department of Energy, Via Lambruschini 4, 20156 Milano, aPolitecnico di Milano, Dipartimento di Elettronica ed Informazione, Piazza Leonardo da Vinci 32, 20133 Milano
Abstract
Process engineering applications often lead to non-smooth constrained optimization problems in which the objective function and/or the constraints have non-differentiabilities and step discontinuities. Since the objective function is often the outcome of a complex simulation or the outcome of a lower level optimization problem, it may also be noisy and not defined in some point.
In this work we propose and test a new hybrid ...
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