Direct search methods: Then and now
From MaRDI portal
Publication:1593826
DOI10.1016/S0377-0427(00)00423-4zbMath0969.65055OpenAlexW1999024797MaRDI QIDQ1593826
Michael W. Trosset, Virginia Torczon, Robert Michael Lewis
Publication date: 25 January 2001
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-0427(00)00423-4
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
Related Items (61)
Integration of expert knowledge into radial basis function surrogate models ⋮ Calibration by optimization without using derivatives ⋮ A non-monotone pattern search approach for systems of nonlinear equations ⋮ Parameter optimization in large-scale dynamical systems: A method of contractive mapping ⋮ Design and Analysis of Optimization Algorithms Using Computational Statistics ⋮ Survey of derivative-free optimization ⋮ Extended global convergence framework for unconstrained optimization ⋮ A new direct search method based on separable fractional interpolation model ⋮ Spent potliner treatment process optimization using a MADS algorithm ⋮ Constrained optimization involving expensive function evaluations: A sequential approach ⋮ Finding local optima of high-dimensional functions using direct search methods ⋮ An adaptive multi-spline refinement algorithm in simulation based sailboat trajectory optimization using onboard multi-core computer systems ⋮ Grid restrained Nelder-Mead algorithm ⋮ Bilevel direct search method for leader-follower problems and application in health insurance ⋮ Iteratively sampling scheme for stochastic optimization with variable number sample path ⋮ Efficient solution of many instances of a simulation-based optimization problem utilizing a partition of the decision space ⋮ Conceptual, methodological and computational issues concerning the compartmental modeling of a complex biological system: Postprandial inter-organ metabolism of dietary nitrogen in humans ⋮ A method for global minimization of functions using the Krawczyk operator ⋮ Adaptive robust control of Mecanum-wheeled mobile robot with uncertainties ⋮ Die shape optimisation for net-shape accuracy in metal forming using direct search and localised response surface methods ⋮ A robust desirability function method for multi-response surface optimization considering model uncertainty ⋮ Convergence of the Nelder-Mead method ⋮ Numerical solution for plasticity models using consistency bisection and a transformed-space closest-point return: a nongradient solution method ⋮ Implementation of Cartesian grids to accelerate Delaunay-based derivative-free optimization ⋮ A REGION-BASED MULTI-ISSUE NEGOTIATION PROTOCOL FOR NONMONOTONIC UTILITY SPACES ⋮ Sobolev seminorm of quadratic functions with applications to derivative-free optimization ⋮ Numerical approach to solve imprecisely defined systems using inner outer direct search optimization technique ⋮ A method for simulation based optimization using radial basis functions ⋮ Two decades of blackbox optimization applications ⋮ A new taxonomy of global optimization algorithms ⋮ Rosenbrock artificial bee colony algorithm for accurate global optimization of numerical functions ⋮ Nonsmooth optimization through mesh adaptive direct search and variable neighborhood search ⋮ A fully‐distributed parallel global search algorithm ⋮ Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods ⋮ An improved version of Junmeng-Fang-Weiming-Fusheng approximation for the temperature integral ⋮ Spatiotemporal interpolation through an extension of differential evolution algorithm for agricultural insurance claims ⋮ A direct search algorithm for global optimization ⋮ A new hybrid algorithm of scatter search and Nelder-Mead algorithms to optimize joint economic lot sizing problem ⋮ Hill-Climbing Algorithm with a Stick for Unconstrained Optimization Problems ⋮ Pattern search method for determination of DAEM kinetic parameters from nonisothermal TGA data of biomass ⋮ Optimizing partially separable functions without derivatives ⋮ Unconstrained derivative-free optimization by successive approximation ⋮ A reduced-space line-search method for unconstrained optimization via random descent directions ⋮ A stochastic local search algorithm for constrained continuous global optimization ⋮ Approximate dynamic programming via direct search in the space of value function approximations ⋮ Sprouting search—an algorithmic framework for asynchronous parallel unconstrained optimization ⋮ Serving many masters: an agent and his principals ⋮ Delaunay-based derivative-free optimization via global surrogates. I: Linear constraints ⋮ Hybrid Newton-type method for a class of semismooth equations ⋮ Three points method for searching the best least absolute deviations plane ⋮ High-performance simulation-based algorithms for an alpine ski racer's trajectory optimization in heterogeneous computer systems ⋮ Active Learning for Enumerating Local Minima Based on Gaussian Process Derivatives ⋮ Derivative-free optimization and filter methods to solve nonlinear constrained problems ⋮ Derivative-free optimization methods ⋮ Generalized Hamming networks and applications ⋮ A direct search approach to optimization for nonlinear model predictive control ⋮ THE BEST LEAST ABSOLUTE DEVIATIONS LINE – PROPERTIES AND TWO EFFICIENT METHODS FOR ITS DERIVATION ⋮ A derivative-free trust-funnel method for equality-constrained nonlinear optimization ⋮ Optimal cost analysis for discrete-time recurrent queue with Bernoulli feedback and emergency vacation ⋮ Global Newton-type methods and semismooth reformulations for NCP ⋮ A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Minimization of functions having Lipschitz continuous first partial derivatives
- On the Convergence of Pattern Search Algorithms
- `` Direct Search Solution of Numerical and Statistical Problems
- Variable Metric Method for Minimization
- On the Convergence of the Multidirectional Search Algorithm
- Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
- Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point
- A Rapidly Convergent Descent Method for Minimization
- An efficient method for finding the minimum of a function of several variables without calculating derivatives
- Function Minimization Without Evaluating Derivatives--a Review
- A Comparison of Several Current Optimization Methods, and the use of Transformations in Constrained Problems
- Convergence Conditions for Ascent Methods
- Lattice Approximations to the Minima of Functions of Several Variables
- Minimizing a function without calculating derivatives
- A Simplex Method for Function Minimization
- Sequential Application of Simplex Designs in Optimisation and Evolutionary Operation
This page was built for publication: Direct search methods: Then and now
