Pattern Search Methods for Linearly Constrained Minimization
From MaRDI portal
Publication:4509743
DOI10.1137/S1052623497331373zbMath1031.90048OpenAlexW1982087768MaRDI QIDQ4509743
Robert Michael Lewis, Virginia Torczon
Publication date: 19 October 2000
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623497331373
Related Items (60)
Optimization with hidden constraints and embedded Monte Carlo computations ⋮ A non-monotone pattern search approach for systems of nonlinear equations ⋮ Survey of derivative-free optimization ⋮ Non-monotone derivative-free algorithm for solving optimization models with linear constraints: extensions for solving nonlinearly constrained models via exact penalty methods ⋮ Optimal sensor placement for enhancing sensitivity to change in stiffness for structural health monitoring ⋮ On the cost efficiency of mixing optimization ⋮ A recursive least-squares algorithm for pairwise comparison matrices ⋮ Random derivative-free algorithm for solving unconstrained or bound constrained continuously differentiable non-linear problems ⋮ Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO ⋮ Exploiting Problem Structure in Derivative Free Optimization ⋮ Constrained derivative-free optimization on thin domains ⋮ Derivative-free optimization: a review of algorithms and comparison of software implementations ⋮ A subclass of generating set search with convergence to second-order stationary points ⋮ Automatic color constancy algorithm selection and combination ⋮ Unit commitment in oligopolistic markets by nonlinear mixed variable programming ⋮ A Krylov-Arnoldi reduced order modelling framework for efficient, fully coupled, structural-acoustic optimization ⋮ An efficient class of direct search surrogate methods for solving expensive optimization problems with CPU-time-related functions ⋮ Hybrid pattern search and simulated annealing for fuzzy production planning problems ⋮ Globally convergent evolution strategies for constrained optimization ⋮ Direct search based on probabilistic feasible descent for bound and linearly constrained problems ⋮ Applying the pattern search implicit filtering algorithm for solving a noisy problem of parameter identification ⋮ A derivative-free algorithm for non-linear optimization with linear equality constraints ⋮ Global convergence of trust-region algorithms for convex constrained minimization without derivatives ⋮ Shape optimization for tumor location ⋮ Pattern search in the presence of degenerate linear constraints ⋮ Tumor location and parameter estimation by thermography ⋮ Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming ⋮ A pattern search and implicit filtering algorithm for solving linearly constrained minimization problems with noisy objective functions ⋮ Two minimal positive bases based direct search conjugate gradient methods for computationally expensive functions ⋮ The UnreliableM/M/1 Retrial Queue in a Random Environment ⋮ Pattern search method for discrete \(L_{1}\)-approximation ⋮ A generating set search method using curvature information ⋮ A direct search algorithm for global optimization ⋮ Inexact restoration method for nonlinear optimization without derivatives ⋮ A derivative-free algorithm for systems of nonlinear inequalities ⋮ Calibration of parameters in dynamic energy budget models using direct-search methods ⋮ Generalized pattern search methods for linearly equality constrained optimization problems ⋮ An inexact restoration derivative-free filter method for nonlinear programming ⋮ A deterministic method for continuous global optimization using a dense curve ⋮ Towards the design of an optimal mixer ⋮ A hybrid shuffled complex evolution approach with pattern search for unconstrained optimization ⋮ A method for stochastic constrained optimization using derivative-free surrogate pattern search and collocation ⋮ Generating set search using simplex gradients for bound-constrained black-box optimization ⋮ A computational framework for derivative-free optimization of cardiovascular geometries ⋮ Delaunay-based derivative-free optimization via global surrogates. II: Convex constraints ⋮ Mesh adaptive direct search algorithms for mixed variable optimization ⋮ A parameter-free unconstrained reformulation for nonsmooth problems with convex constraints ⋮ On an unreliable-server retrial queue with customer feedback and impatience ⋮ Worst case complexity of direct search ⋮ Numerical experience with a derivative-free trust-funnel method for nonlinear optimization problems with general nonlinear constraints ⋮ Generalized pattern search methods for a class of nonsmooth optimization problems with structure ⋮ Recursive modified pattern search on high-dimensional simplex: a blackbox optimization technique ⋮ Enterprise Risk Management, Insurer Value Maximisation, and Market Frictions ⋮ Derivative-free optimization methods ⋮ A Derivative-Free Method for Structured Optimization Problems ⋮ Pattern search ranking and selection algorithms for mixed variable simulation-based optimization ⋮ Delaunay-based derivative-free optimization via global surrogates. III: nonconvex constraints ⋮ Linear equalities in blackbox optimization ⋮ A derivative-free trust-funnel method for equality-constrained nonlinear optimization ⋮ On sequential and parallel non-monotone derivative-free algorithms for box constrained optimization
This page was built for publication: Pattern Search Methods for Linearly Constrained Minimization
