A multistart gradient-based algorithm with surrogate model for global optimization

MaRDI QIDQ3456385zbMATH OpenFDO

Authors Daniele Peri, Federica Tinti

Publication date 14 December 2015

zbMATH Keywords

global optimizationgradient-based methodssurrogate modelstrust region methods

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Methods of reduced gradient type (90C52)

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Cited in

(9)

• Design-space dimensionality reduction in shape optimization by Karhunen-Loève expansion
• Gradient surfing: a new deterministic approach for low-dimensional global optimization
• Stochastic optimization with adaptive restart: a framework for integrated local and global learning
• Multistart with early termination of descents
• Integration of expert knowledge into radial basis function surrogate models
• Kriging-based unconstrained global optimization through multi-point sampling
• Multistart global optimization algorithm based on simplex gradient
• SOMS: SurrOgate MultiStart algorithm for use with nonlinear programming for global optimization
• Multistart algorithm for identifying all optima of nonconvex stochastic functions

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