Constrained pattern search-- a new optimization algorithm

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1969

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Abstract

This thesis presents a technique for solving nonlinear programming problems characterized by a general nonlinear objective function and linear constraints. A comprehensive study of state-of-the art algorithms and related mathematical literature was undertaken and formed the basis for subsequent development, application, and extensions reported in this work. The theoretical basis for the algorithm is developed and documented in detail. A computer program was written to test the performance characteristics of the algorithm in the solution of several test problems. Some comparisons are made with results reported in the literature.

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