A naive multi-scale search algorithm for global optimization problems

DOI10.1016/J.INS.2016.07.054MaRDI QIDQ2282258zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 7 January 2020

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ins.2016.07.054

zbMATH Keywords

global optimizationderivative-free optimizationblack-box optimizationfinite-time analysisoptimistic algorithmspartitioning-based

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Nonconvex programming, global optimization (90C26)

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Cites work

• scientific article; zbMATH DE number 5066287 (Why is no real title available?)
• A Sequential Method Seeking the Global Maximum of a Function
• A trust-region derivative-free algorithm for constrained optimization
• Additive scaling and the \texttt{DIRECT} algorithm
• An algorithm for finding the absolute extremum of a function
• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
• Global optimization by multilevel coordinate search
• Lipschitzian optimization without the Lipschitz constant
• MSO: a framework for bound-constrained black-box global optimization algorithms
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• On the Number of Iterations of Piyavskii's Global Optimization Algorithm
• RBFOpt: an open-source library for black-box optimization with costly function evaluations
• Sparse Hessian factorization in curved trajectories for unconstrained minimization

Cited in

(6)

• scientific article; zbMATH DE number 4100970 (Why is no real title available?)
• A DE-based scatter search for global optimization problems
• Multi-objective simultaneous optimistic optimization
• Scatter search and local NLP solvers: a multistart framework for global optimization
• Revisiting norm optimization for multi-objective black-box problems: a finite-time analysis
• Pareto-aware strategies for faster convergence in multi-objective multi-scale search optimization

Describes a project that uses

Uses Software

• MSO
• RBFOpt
• MCS
• CTA
• LGO
• KNITRO

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