Use of quadratic models with mesh-adaptive direct search for constrained black box optimization

DOI10.1080/10556788.2011.623162zbMath1270.90073DBLPjournals/oms/ConnD13OpenAlexW1994465229WikidataQ58201056 ScholiaQ58201056MaRDI QIDQ4924108

Andrew R. Conn, Sébastien Le Digabel

Publication date: 30 May 2013

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2011.623162

zbMATH Keywords

constrained optimizationblack box optimizationquadratic modelsmesh-adaptive direct search algorithms

Mathematics Subject Classification ID

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

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Uses Software

• OrthoMADS
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Cites Work

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• Nonsmooth optimization through mesh adaptive direct search and variable neighborhood search
• Incorporating minimum Frobenius norm models in direct search
• Mesh adaptive direct search algorithms for mixed variable optimization
• Variable neighborhood search
• Convergence results for generalized pattern search algorithms are tight
• Algorithm 909
• Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization
• On the Convergence of Pattern Search Algorithms
• Parallel Space Decomposition of the Mesh Adaptive Direct Search Algorithm
• Using Sampling and Simplex Derivatives in Pattern Search Methods
• Using simplex gradients of nonsmooth functions in direct search methods
• Erratum: Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• OrthoMADS: A Deterministic MADS Instance with Orthogonal Directions
• On the geometry phase in model-based algorithms for derivative-free optimization
• Introduction to Derivative-Free Optimization
• ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
• Optimization and nonsmooth analysis
• Analysis of Generalized Pattern Searches
• An Implicit Filtering Algorithm for Optimization of Functions with Many Local Minima
• Benchmarking Derivative-Free Optimization Algorithms
• Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points
• A Progressive Barrier for Derivative-Free Nonlinear Programming
• CUTEr and SifDec
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• Nonlinear programming without a penalty function.

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