This work proposes the study of an optimization method for a particular set of nonlinear constrained problems. The evaluation of the objective and the constraints is carried out by black box simulations. Thus we don't know the analytical expression of functions and their derivatives. For this reason, we study a derivative-free optimization method based on the use of trust-regions and on the functions modeling.
The DFO (Derivative-Free Optimization) package which implements this technique of optimization was analyzed. It was tested on several various problems coming from the aircraft industry to determine its effectiveness and its robustness.
Application en aéronautique de l'optimisation sans dérivée
Laloyaux, P. (Author). 2007
Student thesis: Master types › Master in Mathematics