Derivative-free methods for mixed-integer constrained optimization problems

DOI10.1007/S10957-014-0617-4zbMath1321.90087OpenAlexW2111862596MaRDI QIDQ2342138

Giampaolo Liuzzi, Stefano Lucidi, Francesco Rinaldi

Publication date: 11 May 2015

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-014-0617-4

zbMATH Keywords

derivative-free optimizationnonlinear constrained optimizationmixed-integer nonlinear programming

Mathematics Subject Classification ID

Mixed integer programming (90C11) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items (13)

Derivative-free methods for mixed-integer nonsmooth constrained optimization ⋮ Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO ⋮ GOSAC: global optimization with surrogate approximation of constraints ⋮ Convergence of derivative-free nonmonotone direct search methods for unconstrained and box-constrained mixed-integer optimization ⋮ An algorithmic framework based on primitive directions and nonmonotone line searches for black-box optimization problems with integer variables ⋮ The Mesh Adaptive Direct Search Algorithm for Granular and Discrete Variables ⋮ A derivative-free approach for a simulation-based optimization problem in healthcare ⋮ A method for convex black-box integer global optimization ⋮ Firefly penalty-based algorithm for bound constrained mixed-integer nonlinear programming ⋮ DFLGEN ⋮ Derivative-free optimization methods ⋮ Adaptive sampling line search for local stochastic optimization with integer variables ⋮ Review and comparison of algorithms and software for mixed-integer derivative-free optimization

Uses Software

• NOMAD
• SDBOX
• SDPEN
• DFL
• DFLBOX
• DFBOX_IMPR

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Adapting derivative free optimization methods to engineering models with discrete variables
• SO-MI: a surrogate model algorithm for computationally expensive nonlinear mixed-integer black-box global optimization problems
• A black-box scatter search for optimization problems with integer variables
• Worst case complexity of direct search
• Implicitly and densely discrete black-box optimization problems
• Mesh adaptive direct search algorithms for mixed variable optimization
• Decomposition algorithm model for singly linearly-constrained problems subject to lower and Upper bounds
• Test examples for nonlinear programming codes
• Introductory lectures on convex optimization. A basic course.
• Objective-derivative-free methods for constrained optimization
• Derivative-free methods for bound constrained mixed-integer optimization
• Pattern Search Algorithms for Mixed Variable Programming
• Algorithm 909
• Sequential Penalty Derivative-Free Methods for Nonlinear Constrained Optimization
• On the Convergence of Pattern Search Algorithms
• Introduction to Derivative-Free Optimization
• Analysis of Generalized Pattern Searches
• A Pattern Search Filter Method for Nonlinear Programming without Derivatives
• New Sequential and Parallel Derivative-Free Algorithms for Unconstrained Minimization
• Benchmarking Derivative-Free Optimization Algorithms
• An Algorithm Model for Mixed Variable Programming
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• Mixed variable optimization of the number and composition of heat intercepts in a thermal insulation system
• A derivative-free algorithm for bound constrained optimization

This page was built for publication: Derivative-free methods for mixed-integer constrained optimization problems