Review and comparison of algorithms and software for mixed-integer derivative-free optimization
From MaRDI portal
Publication:2114591
DOI10.1007/S10898-021-01085-0zbMATH Open1486.90130OpenAlexW3197575342MaRDI QIDQ2114591FDOQ2114591
Authors: Nikolaos Ploskas, Nikolaos V. Sahinidis 
Publication date: 15 March 2022
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-021-01085-0
Recommendations
- Derivative-free optimization: a review of algorithms and comparison of software implementations
- Derivative-free methods for mixed-integer constrained optimization problems
- A trust-region-based derivative free algorithm for mixed integer programming
- Benchmarking Derivative-Free Optimization Algorithms
- Derivative-free methods for bound constrained mixed-integer optimization
direct search methodssurrogate modelsstochastic methodsmixed-integer optimizationderivative-free optimization algorithms
Mixed integer programming (90C11) Derivative-free methods and methods using generalized derivatives (90C56)
Cites Work
- Derivative-free methods for bound constrained mixed-integer optimization
- Sequential penalty derivative-free methods for nonlinear constrained optimization
- A derivative-free algorithm for bound constrained optimization
- RBFOpt: an open-source library for black-box optimization with costly function evaluations
- MISO: mixed-integer surrogate optimization framework
- An algorithmic framework based on primitive directions and nonmonotone line searches for black-box optimization problems with integer variables
- Derivative-free methods for mixed-integer constrained optimization problems
- BFO, a trainable derivative-free brute force optimizer for nonlinear bound-constrained optimization and equilibrium computations with continuous and discrete variables
- Optimization by simulated annealing
- `` Direct Search Solution of Numerical and Statistical Problems
- Title not available (Why is that?)
- A Simplex Method for Function Minimization
- Ant colony optimization for continuous domains
- Constrained optimization in expensive simulation: novel approach
- A polyhedral branch-and-cut approach to global optimization
- Pattern Search Algorithms for Bound Constrained Minimization
- Mesh Adaptive Direct Search Algorithms for Constrained Optimization
- Extended ant colony optimization for non-convex mixed integer nonlinear programming
- On the Convergence of Pattern Search Algorithms
- Introduction to Derivative-Free Optimization
- Benchmarking Derivative-Free Optimization Algorithms
- Global optimization by multilevel coordinate search
- Mesh adaptive direct search algorithms for mixed variable optimization
- An adaptive radial basis algorithm (ARBF) for expensive black-box mixed-integer constrained global optimization
- A kriging based method for the solution of mixed-integer nonlinear programs containing black-box functions
- Derivative-free optimization: a review of algorithms and comparison of software implementations
- A trust-region-based derivative free algorithm for mixed integer programming
- Pattern search algorithms for mixed variable programming
- Encyclopedia of optimization. In 6 vols.
- OrthoMADS: A Deterministic MADS Instance with Orthogonal Directions
- Adapting derivative free optimization methods to engineering models with discrete variables
- Analysis of Generalized Pattern Searches
- SO-MI: a surrogate model algorithm for computationally expensive nonlinear mixed-integer black-box global optimization problems
- An Algorithm Model for Mixed Variable Programming
- Sequential Application of Simplex Designs in Optimisation and Evolutionary Operation
- A black-box scatter search for optimization problems with integer variables
- Implicitly and densely discrete black-box optimization problems
- Nonsmooth optimization through mesh adaptive direct search and variable neighborhood search
- The oracle penalty method
- Using Sampling and Simplex Derivatives in Pattern Search Methods
- Filter pattern search algorithms for mixed variable constrained optimization problems
- A mixed-integer simulation-based optimization approach with surrogate functions in water resources management
- Pattern search ranking and selection algorithms for mixed variable simulation-based optimization
- An evolutionary programming approach to mixed-variable optimization problems
- A method for convex black-box integer global optimization
- SO-I: a surrogate model algorithm for expensive nonlinear integer programming problems including global optimization applications
- Derivative-free and blackbox optimization
- The Mesh Adaptive Direct Search Algorithm for Granular and Discrete Variables
- Tuning BARON using derivative-free optimization algorithms
- Derivative-free robust optimization for circuit design
- GPU parameter tuning for tall and skinny dense linear least squares problems
Cited In (8)
- BFO, a trainable derivative-free brute force optimizer for nonlinear bound-constrained optimization and equilibrium computations with continuous and discrete variables
- MISO: mixed-integer surrogate optimization framework
- Derivative-free methods for mixed-integer constrained optimization problems
- Tuning BARON using derivative-free optimization algorithms
- Branch-and-Model: a derivative-free global optimization algorithm
- Resource allocation problems with expensive function evaluations
- Hyperparameter autotuning of programs with HybridTuner
- Derivative-free optimization: a review of algorithms and comparison of software implementations
Uses Software
This page was built for publication: Review and comparison of algorithms and software for mixed-integer derivative-free optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2114591)
