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Direct search based on probabilistic feasible descent for bound and linearly constrained problems.
Serge Gratton
Clément W. Royer
Luís Nunes Vicente
Zaikun Zhang
Published in:
Comput. Optim. Appl. (2019)
Keyphrases
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direct search
constrained problems
constraint satisfaction
differential evolution
constraint propagation
optimization problems
upper bound
probabilistic model
lower bound
stationary points
constraint satisfaction problems
neural network
genetic algorithm
objective function
worst case
optimization algorithm