A kriging based method for the solution of mixed-integer nonlinear programs containing black-box functions

DOI10.1007/S10898-007-9217-2zbMath1179.90238OpenAlexW2121760303MaRDI QIDQ1029679

Marianthi Ierapetritou, Eddie Davis

Publication date: 13 July 2009

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-007-9217-2

zbMATH Keywords

krigingoptimizationmathematical modelingresponse surfaceblack-box models

Mathematics Subject Classification ID

Mixed integer programming (90C11)

Related Items (13)

MISO: mixed-integer surrogate optimization framework ⋮ A review of recent advances in global optimization ⋮ Structural optimization of metamaterials based on periodic surface modeling ⋮ Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO ⋮ Global optimization of expensive black box problems with a known lower bound ⋮ Optimization of black-box problems using Smolyak grids and polynomial approximations ⋮ Stabilization of parameter estimation for Kriging-based approximation with empirical semivariogram ⋮ Surrogate Optimization of Computationally Expensive Black-Box Problems with Hidden Constraints ⋮ A method for convex black-box integer global optimization ⋮ Surrogate optimization of deep neural networks for groundwater predictions ⋮ SO-I: a surrogate model algorithm for expensive nonlinear integer programming problems including global optimization applications ⋮ Constrained optimization in expensive simulation: novel approach ⋮ Review and comparison of algorithms and software for mixed-integer derivative-free optimization

Uses Software

• EGO
• MCS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Improved strategies for radial basis function methods for global optimization
• Efficient global optimization of expensive black-box functions
• Global optimization by multilevel coordinate search
• Lipschitzian optimization without the Lipschitz constant
• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• A taxonomy of global optimization methods based on response surfaces
• Gradient estimation schemes for noisy functions
• An outer-approximation algorithm for a class of mixed-integer nonlinear programs
• Nelder-Mead Simplex Modifications for Simulation Optimization
• Superlinear Convergence and Implicit Filtering
• An Implicit Filtering Algorithm for Optimization of Functions with Many Local Minima
• A radial basis function method for global optimization

This page was built for publication: A kriging based method for the solution of mixed-integer nonlinear programs containing black-box functions