A summary of benchmarking constrained, multi-objective and surrogate-assisted optimization methods
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Cites work
- A note on performance profiles for benchmarking software
- A sequential quadratic programming method for constrained multi-objective optimization problems
- A taxonomy of constraints in black-box simulation-based optimization
- A unified framework for stochastic optimization
- Benchmarking Derivative-Free Optimization Algorithms
- Benchmarking optimization software with performance profiles.
- Best practices for comparing optimization algorithms
- COCO: a platform for comparing continuous optimizers in a black-box setting
- Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives
- Derivative-free and blackbox optimization
- Derivative-free optimization methods
- Direct Multisearch for Multiobjective Optimization
- DMulti-MADS: mesh adaptive direct multisearch for bound-constrained blackbox multiobjective optimization
- Engineering design applications of surrogate-assisted optimization techniques
- Handling of constraints in multiobjective blackbox optimization
- Nonlinear multiobjective optimization
- Nonlinear programming without a penalty function.
- On the use of polynomial models in multiobjective directional direct search
- Optimization of stochastic blackboxes with adaptive precision
- Optimization with hidden constraints and embedded Monte Carlo computations
- Orthogonal Array-Based Latin Hypercubes
- Performance indicators in multiobjective optimization
- Superlinear Convergence and Implicit Filtering
- The calculus of simplex gradients
- Using simplex gradients of nonsmooth functions in direct search methods
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