A Taxonomy of Constraints in Simulation-Based Optimization

Abstract: The types of constraints encountered in black-box and simulation-based optimization problems differ significantly from those treated in nonlinear programming. We introduce a characterization of constraints to address this situation. We provide formal definitions for several constraint classes and present illustrative examples in the context of the resulting taxonomy. This taxonomy, denoted QRAK, is useful for modeling and problem formulation, as well as optimization software development and deployment. It can also be used as the basis for a dialog with practitioners in moving problems to increasingly solvable branches of optimization.