Derivative-free methods for mixed-integer constrained optimization problems
From MaRDI portal
Publication:2342138
DOI10.1007/s10957-014-0617-4zbMath1321.90087OpenAlexW2111862596MaRDI QIDQ2342138
Giampaolo Liuzzi, Stefano Lucidi, Francesco Rinaldi
Publication date: 11 May 2015
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-014-0617-4
Mixed integer programming (90C11) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
Related Items
Derivative-free methods for mixed-integer nonsmooth constrained optimization, Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO, GOSAC: global optimization with surrogate approximation of constraints, Convergence of derivative-free nonmonotone direct search methods for unconstrained and box-constrained mixed-integer optimization, An algorithmic framework based on primitive directions and nonmonotone line searches for black-box optimization problems with integer variables, The Mesh Adaptive Direct Search Algorithm for Granular and Discrete Variables, A derivative-free approach for a simulation-based optimization problem in healthcare, A method for convex black-box integer global optimization, Firefly penalty-based algorithm for bound constrained mixed-integer nonlinear programming, DFLGEN, Derivative-free optimization methods, Adaptive sampling line search for local stochastic optimization with integer variables, Review and comparison of algorithms and software for mixed-integer derivative-free optimization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adapting derivative free optimization methods to engineering models with discrete variables
- SO-MI: a surrogate model algorithm for computationally expensive nonlinear mixed-integer black-box global optimization problems
- A black-box scatter search for optimization problems with integer variables
- Worst case complexity of direct search
- Implicitly and densely discrete black-box optimization problems
- Mesh adaptive direct search algorithms for mixed variable optimization
- Decomposition algorithm model for singly linearly-constrained problems subject to lower and Upper bounds
- Test examples for nonlinear programming codes
- Introductory lectures on convex optimization. A basic course.
- Objective-derivative-free methods for constrained optimization
- Derivative-free methods for bound constrained mixed-integer optimization
- Pattern Search Algorithms for Mixed Variable Programming
- Algorithm 909
- Sequential Penalty Derivative-Free Methods for Nonlinear Constrained Optimization
- On the Convergence of Pattern Search Algorithms
- Introduction to Derivative-Free Optimization
- Analysis of Generalized Pattern Searches
- A Pattern Search Filter Method for Nonlinear Programming without Derivatives
- New Sequential and Parallel Derivative-Free Algorithms for Unconstrained Minimization
- Benchmarking Derivative-Free Optimization Algorithms
- An Algorithm Model for Mixed Variable Programming
- Mesh Adaptive Direct Search Algorithms for Constrained Optimization
- Mixed variable optimization of the number and composition of heat intercepts in a thermal insulation system
- A derivative-free algorithm for bound constrained optimization