Efficient unconstrained black box optimization
From MaRDI portal
Publication:2146451
DOI10.1007/s12532-021-00215-9zbMath1490.90305OpenAlexW4210711696MaRDI QIDQ2146451
Morteza Kimiaei, Arnold Neumaier
Publication date: 16 June 2022
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12532-021-00215-9
Related Items
A new black box method for monotone nonlinear equations, Quadratic regularization methods with finite-difference gradient approximations
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the optimal order of worst case complexity of direct search
- A literature survey of benchmark functions for global optimisation problems
- Worst case complexity of direct search
- The GLOBAL optimization method revisited
- Incorporating minimum Frobenius norm models in direct search
- Global optimization by multilevel coordinate search
- A new version of the Price's algorithm for global optimization
- Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
- GOSAC: global optimization with surrogate approximation of constraints
- UOBYQA: unconstrained optimization by quadratic approximation
- GLODS: global and local optimization using direct search
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- A method of trust region type for minimizing noisy functions
- Derivative-free optimization: a review of algorithms and comparison of software implementations
- Random gradient-free minimization of convex functions
- On efficiently combining limited-memory and trust-region techniques
- A particle swarm pattern search method for bound constrained global optimization
- Convergence of Trust-Region Methods Based on Probabilistic Models
- Algorithm 909
- An active-set trust-region method for derivative-free nonlinear bound-constrained optimization
- A New Active Set Algorithm for Box Constrained Optimization
- Using Sampling and Simplex Derivatives in Pattern Search Methods
- Developments of NEWUOA for minimization without derivatives
- Introduction to Derivative-Free Optimization
- Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
- BFO, A Trainable Derivative-free Brute Force Optimizer for Nonlinear Bound-constrained Optimization and Equilibrium Computations with Continuous and Discrete Variables
- Derivative-Free and Blackbox Optimization
- A grid algorithm for bound constrained optimization of noisy functions
- Stochastic Three Points Method for Unconstrained Smooth Minimization
- Benchmarking Derivative-Free Optimization Algorithms
- Derivative-free optimization methods
- A Note on Using Performance and Data Profiles for Training Algorithms
- Optimization by Direct Search in Matrix Computations
- Hit-and-Run Algorithms for Generating Multivariate Distributions
- Mesh Adaptive Direct Search Algorithms for Constrained Optimization
- Direct Search Based on Probabilistic Descent
- Genetic Algorithms and the Optimal Allocation of Trials
- Numerical methods for finding global extrema (Case of a non-uniform mesh)
- Finding Optimal Algorithmic Parameters Using Derivative‐Free Optimization
- Benchmarking optimization software with performance profiles.
- A derivative-free algorithm for bound constrained optimization
- Worst case complexity of direct search under convexity