Using QR decomposition to obtain a new instance of mesh adaptive direct search with uniformly distributed polling directions

DOI10.1007/s10957-013-0356-yzbMath1284.90081OpenAlexW2149667670MaRDI QIDQ2442697

Thomas J. Asaki, Benjamin Van Dyke

Publication date: 1 April 2014

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

Full work available at URL: https://doi.org/10.1007/s10957-013-0356-y

zbMATH Keywords

derivative-free optimizationmesh adaptive direct search (Mads) algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (12)

Using a derivative-free optimization method for multiple solutions of inverse transport problems ⋮ Dynamic scaling in the mesh adaptive direct search algorithm for blackbox optimization ⋮ Robust optimization of noisy blackbox problems using the mesh adaptive direct search algorithm ⋮ Equal angle distribution of polling directions in direct-search methods ⋮ A deterministic algorithm to compute the cosine measure of a finite positive spanning set ⋮ Two decades of blackbox optimization applications ⋮ Nicely structured positive bases with maximal cosine measure ⋮ Mesh adaptive direct search with second directional derivative-based Hessian update ⋮ A concurrent implementation of the surrogate management framework with application to cardiovascular shape optimization ⋮ Mesh adaptive direct search with simplicial Hessian update ⋮ Derivative-free optimization methods ⋮ Dynamic improvements of static surrogates in direct search optimization

Uses Software

• minpack
• OrthoMADS

Cites Work

• Unnamed Item
• Analysis of direct searches for discontinuous functions
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Diameter bounds for equal area partitions of the unit sphere
• A partition of the unit sphere into regions of equal area and small diameter
• On the Convergence of Pattern Search Algorithms
• Convergence of Mesh Adaptive Direct Search to Second‐Order Stationary Points
• Erratum: Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• OrthoMADS: A Deterministic MADS Instance with Orthogonal Directions
• Optimization and nonsmooth analysis
• Generalized Directional Derivatives and Subgradients of Nonconvex Functions
• Testing Unconstrained Optimization Software
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• Frame based methods for unconstrained optimization

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