MISO: mixed-integer surrogate optimization framework

DOI10.1007/s11081-015-9281-2zbMath1364.90230OpenAlexW825526018MaRDI QIDQ2357975

Juliane Müller

Publication date: 20 June 2017

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11081-015-9281-2

zbMATH Keywords

global optimizationradial basis functionsmixed-integer optimizationsurrogate modelsderivative-freeblack-box optimization

Mathematics Subject Classification ID

Mixed integer programming (90C11) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items (22)

Global optimization for mixed categorical-continuous variables based on Gaussian process models with a randomized categorical space exploration step ⋮ Optimal design of multivariate acceptance sampling plans by variables ⋮ Derivative-free methods for mixed-integer nonsmooth constrained optimization ⋮ Structural optimization of metamaterials based on periodic surface modeling ⋮ On the implementation of a global optimization method for mixed-variable problems ⋮ GOSAC: global optimization with surrogate approximation of constraints ⋮ High-dimensional black-box optimization under uncertainty ⋮ Resource allocation problems with expensive function evaluations ⋮ A new taxonomy of global optimization algorithms ⋮ Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests ⋮ SOCEMO: Surrogate Optimization of Computationally Expensive Multiobjective Problems ⋮ An algorithmic framework based on primitive directions and nonmonotone line searches for black-box optimization problems with integer variables ⋮ Surrogate Optimization of Computationally Expensive Black-Box Problems with Hidden Constraints ⋮ The Mesh Adaptive Direct Search Algorithm for Granular and Discrete Variables ⋮ RBFOpt: an open-source library for black-box optimization with costly function evaluations ⋮ A derivative-free optimization approach for the autotuning of a forex trading strategy ⋮ A method for convex black-box integer global optimization ⋮ Surrogate optimization of deep neural networks for groundwater predictions ⋮ MISO ⋮ Derivative-free optimization methods ⋮ GOPS: efficient RBF surrogate global optimization algorithm with high dimensions and many parallel processors including application to multimodal water quality PDE model calibration ⋮ Review and comparison of algorithms and software for mixed-integer derivative-free optimization

Uses Software

• Matlab
• NOMAD
• MLMSRBF
• EGO
• SO-I
• OPTI
• MATSuMoTo
• ORBIT

Cites Work

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• A radial basis function method for global optimization

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