Monotonic grey box direct search optimization

DOI10.1007/S11590-019-01497-8MaRDI QIDQ2300634zbMATH OpenOpenAlexWikidataFDO

Authors Charles Audet, P. Côte, Catherine Poissant, Christophe Tribes

Publication date 27 February 2020

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-019-01497-8

zbMATH Keywords

constrained optimizationderivative-free optimizationgrey box optimizationmonotonicity

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59)

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Cites work

• A progressive barrier for derivative-free nonlinear programming
• A variance-based method to rank input variables of the mesh adaptive direct search algorithm
• Algorithm 909: NOMAD: nonlinear optimization with the MADS algorithm
• An alogrithm for monotonic global optimization problems^∗
• Analysis of Generalized Pattern Searches
• ARGONAUT: algorithms for global optimization of constrained grey-box computational problems
• Benchmarking Derivative-Free Optimization Algorithms
• Cone monotonicity: structure theorem, properties, and comparisons to other notions of monotonicity
• Derivative-free and blackbox optimization
• Differentiability of cone-monotone functions on separable Banach space
• Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm
• Efficient use of parallelism in algorithmic parameter optimization applications
• Manifold sampling for _1 nonconvex optimization
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• Mesh adaptive direct search algorithms for mixed variable optimization
• Optimizing damper connectors for adjacent buildings
• Robust optimization of noisy blackbox problems using the mesh adaptive direct search algorithm
• Test examples for nonlinear programming codes
• The mesh adaptive direct search algorithm for granular and discrete variables

Cited in

(2)

• Two decades of blackbox optimization applications
• A discussion on variational analysis in derivative-free optimization

Describes a project that uses

Uses Software

• NOMAD
• ARGONAUT

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