Skinny is a derivative-free algorithm based on pseudo-random direct searches for solving constrained problems. The main feature of this algorithm is the ability to handle equality constraints. The objective function must be defined outside the feasible region, as the algorithm works by enlarging the feasible set and iteratively reducing it.

This version was used to produce the numerical results presented in

• J. M. Martínez and F. N. C. Sobral, "Constrained Derivative-Free Optimization on Thin Domains", Journal of Global Optimization, 56(3), pp. 1217-1232, 2013. Accepted version Submitted version.

Instructions for building and extending Skinny can be found in the author's web page. Complete results can be downloaded here.

The present algorithm was designed to work with Algencan version 2.4. Modifications to work with version 3.1 are under development in dev branch.