An adaptive radial basis algorithm (ARBF) for expensive black-box mixed-integer constrained global optimization

DOI10.1007/s11081-008-9037-3zbMath1400.90226OpenAlexW2153101932WikidataQ30049056 ScholiaQ30049056MaRDI QIDQ1024095

Marcus M. Edvall, Nils-Hassan Quttineh, Kenneth Holmström

Publication date: 16 June 2009

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11081-008-9037-3

zbMATH Keywords

performancealgorithmsglobal optimizationcomparison of methodssplinesnumerical examplesradial basis functionsnonconvex optimizationsurrogate modelderivative free methodsstochastic genetic algorithmexpensive functionresponse surface modelCPU-intensivemixed-integer nonlinear programming constraintsoptimization software

Mathematics Subject Classification ID

Mixed integer programming (90C11) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Related Items (19)

MISO: mixed-integer surrogate optimization framework ⋮ ARGONAUT: algorithms for global optimization of constrained grey-box computational problems ⋮ Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO ⋮ Derivative-free optimization: a review of algorithms and comparison of software implementations ⋮ Stochastic radial basis function algorithms for large-scale optimization involving expensive black-box objective and constraint functions ⋮ Efficient global optimization of constrained mixed variable problems ⋮ Branch-and-Model: a derivative-free global optimization algorithm ⋮ Derivative-free mixed binary necklace optimization for cyclic-symmetry optimal design problems ⋮ MILP models for the selection of a small set of well-distributed points ⋮ Surrogate Optimization of Computationally Expensive Black-Box Problems with Hidden Constraints ⋮ An adaptive radial basis algorithm (ARBF) for expensive black-box global optimization ⋮ RBFOpt: an open-source library for black-box optimization with costly function evaluations ⋮ Global optimization of general constrained grey-box models: new method and its application to constrained PDEs for pressure swing adsorption ⋮ A surrogate-based optimization method with RBF neural network enhanced by linear interpolation and hybrid infill strategy ⋮ A trust-region-based derivative free algorithm for mixed integer programming ⋮ A method for convex black-box integer global optimization ⋮ Surrogate optimization of deep neural networks for groundwater predictions ⋮ On the safety of Gomory cut generators ⋮ Review and comparison of algorithms and software for mixed-integer derivative-free optimization

Uses Software

• NLPLIB
• OPERA
• TOMLAB
• MISQP
• EGO

Cites Work

• Constrained global optimization of expensive black box functions using radial basis functions
• Improved strategies for radial basis function methods for global optimization
• Efficient global optimization of expensive black-box functions
• A taxonomy of global optimization methods based on response surfaces
• Global optimization of costly nonconvex functions using radial basis functions
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• A radial basis function method for global optimization
• Review of the space mapping approach for engineering optimization and modeling
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