BFO, A Trainable Derivative-free Brute Force Optimizer for Nonlinear Bound-constrained Optimization and Equilibrium Computations with Continuous and Discrete Variables

DOI10.1145/3085592zbMath1484.65136DBLPjournals/toms/PorcelliT17OpenAlexW2726332099WikidataQ58185639 ScholiaQ58185639MaRDI QIDQ4581357

Margherita Porcelli, Phillipe L. Toint

Publication date: 17 August 2018

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11585/711338

zbMATH Keywords

bound constraintsmixed-integer optimizationderivative-free optimizationdirect-search methodstrainable algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Derivative-free methods and methods using generalized derivatives (90C56) Numerical optimization and variational techniques (65K10)

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Uses Software

• Matlab
• NOMAD
• HOPSPACK
• CUTEst
• OPAL

Cites Work

• NOMAD

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