Inter-DS: a cost saving algorithm for expensive constrained multi-fidelity blackbox optimization

DOI10.1007/S10589-024-00645-WMaRDI QIDQ7006141zbMATH OpenFDO

Authors Stéphane Alarie, Charles Audet, Miguel Diago, Sébastien Le Digabel, Xavier Lebeuf

Publication date 31 March 2025

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10589-024-00645-W

zbMATH Keywords

blackbox optimizationconstrained optimizationderivative-free optimizationdirect search methodsmulti-fidelitystatic surrogates

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)

Cites work

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