A variance-based method to rank input variables of the mesh adaptive direct search algorithm

DOI10.1007/S11590-013-0688-4zbMath1303.90125OpenAlexW1977899896MaRDI QIDQ479211

Imen Ben Yahia, Charles Audet, Luc Adjengue

Publication date: 5 December 2014

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-013-0688-4

zbMATH Keywords

direct searchblackbox optimizationranking of variables

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59)

Related Items (6)

Dynamic scaling in the mesh adaptive direct search algorithm for blackbox optimization ⋮ ARGONAUT: algorithms for global optimization of constrained grey-box computational problems ⋮ Irregular polyomino tiling via integer programming with application in phased array antenna design ⋮ Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO ⋮ Two decades of blackbox optimization applications ⋮ Monotonic grey box direct search optimization

Uses Software

• NOMAD
• CUTEr
• SifDec
• OrthoMADS

Cites Work

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• Subgradient method for nonconvex nonsmooth optimization
• Analysis of direct searches for discontinuous functions
• Globalization strategies for mesh adaptive direct search
• Wittgenstein and logic
• Efficient global optimization of expensive black-box functions
• Variable selection and sensitivity analysis using dynamic trees, with an application to computer code performance tuning
• Convergence results for generalized pattern search algorithms are tight
• Algorithm 909
• On the Convergence of Pattern Search Algorithms
• Parallel Space Decomposition of the Mesh Adaptive Direct Search Algorithm
• Convergence of Mesh Adaptive Direct Search to Second‐Order Stationary Points
• OrthoMADS: A Deterministic MADS Instance with Orthogonal Directions
• Introduction to Derivative-Free Optimization
• Optimization and nonsmooth analysis
• Use of quadratic models with mesh-adaptive direct search for constrained black box optimization
• A Survey on Direct Search Methods for Blackbox Optimization and Their Applications
• A Progressive Barrier for Derivative-Free Nonlinear Programming
• CUTEr and SifDec
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• Benchmarking optimization software with performance profiles.

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