Constrained optimization involving expensive function evaluations: A sequential approach.
Ruud BrekelmansLonneke DriessenHerbert HamersDick den HertogPublished in: Eur. J. Oper. Res. (2005)
Keyphrases
- constrained optimization
- penalty function
- constrained optimization problems
- stationary points
- constraint handling
- objective function
- unconstrained optimization
- augmented lagrangian
- interval analysis
- inequality constraints
- penalty functions
- closed form solutions
- least squares
- evolutionary algorithm
- selection operator
- genetic algorithm
- lagrange multiplier method