In this introductory chapter, we present a high-level description of optimization, blackbox
optimization, and derivative-free optimization. We introduce some basic optimization …

We present a primal-dual interior-point algorithm with a filter line-search method for
nonlinear programming. Local and global convergence properties of this method were …

Chemical engineering applications have been a source of challenging optimization
problems for over 50 years. For many chemical process systems, detailed steady state and …

For many years all three of us have been interested in, and have tried to make contributions
to, derivative-free optimization. Our motivation for writing this book resulted from various …

Solving an optimal control or estimation problem is not easy. Pieces of the puzzle are found
scattered throughout many different disciplines. Furthermore, the focus of this book is on …

This paper contains a new convergence analysis for the Lewis and Torczon generalized
pattern search (GPS) class of methods for unconstrained and linearly constrained …

An n-dimensional vector x is an array of n scalars x1, x2,..., xn. The notation x represents the
array when its elements are arranged in a column, while the notation xT represents the array …

Interior methods are an omnipresent, conspicuous feature of the constrained optimization
landscape today, but it was not always so. Primarily in the form of barrier methods, interior …

In this paper, we provide a general classification of mathematical optimization problems,
followed by a matrix of applications that shows the areas in which these problems have …

The initial release of CUTE, a widely used testing environment for optimization software, was
described by Bongartz, et al.[1995]. A new version, now known as CUTEr, is presented …