Direct Search Optimization Application Programming Interface with Remote Access.docVIP

IAENG International Journal of Applied Mathematics, 40:4, IJAM_40_4_05 ______________________________________________________________________________________ DirectSearchOptimizationApplication ProgrammingInterfacewithRemoteAccess PedroMestreMember,IAENG,Jo?aoMatias,AldinaCorreiaMember,IAENG,CarlosSer?odioMember,IAENG Abstract—Search Optimization methods are needed to solve optimization problems where the objective function and/or constraints functions might be non differentiable, non convex ormightnotbepossibletodetermineitsanalyticalexpressions eitherduetoitscomplexityoritscost(monetary,computational, time,...).Manyoptimizationproblemsinengineeringandother ?elds have these characteristics, because functions values can result from experimental or simulation processes, can be modelled by functions with complex expressions or by noise functions and it is impossible or very dif?cult to calculate ? c(x) = 0, i ∈ E, with E = {1,2,...,t}, de?ne the i problemequalityconstraints; ? c(x) ≤ 0, i ∈ I, with I = {t+1,t+2,...,m}, i representtheinequalityconstraints; ? ? = {x∈ Rn:c =0, i∈E ∧ c(x)≤0, i∈I} is i thesetofallfeasiblepoints,i.e.,thefeasibleregion. i These general problems model many real-life situations. In problems where the values of the objective function or their derivatives. Direct Search Optimization methods only constraints functions are the result of a slow and complex use function values and do not need any derivatives or deterministicsimulation;whentheobjectivefunctionvalues approximations of them. In this work we present a Java are data gathered from experiments; when problems have API that including several methods and algorithms, that do complexanalyticalexpressionsordonothaveananalytical not use derivatives, to solve constrained and unconstrained expressionatall;whentheobjectivefunctionhasnoise;etc. optimization problems. Traditional API access, by installing it onthedeveloperand/orusercomputer,andremoteAPIaccess We can have non smooth, n