Derivative-free optimization: a review of algorithms and comparison of software implementations
From MaRDI portal
Publication:2392129
Recommendations
Cites work
- scientific article; zbMATH DE number 3497315 (Why is no real title available?)
- scientific article; zbMATH DE number 1274356 (Why is no real title available?)
- scientific article; zbMATH DE number 653035 (Why is no real title available?)
- scientific article; zbMATH DE number 653037 (Why is no real title available?)
- scientific article; zbMATH DE number 1971709 (Why is no real title available?)
- scientific article; zbMATH DE number 2002582 (Why is no real title available?)
- scientific article; zbMATH DE number 1361578 (Why is no real title available?)
- scientific article; zbMATH DE number 906530 (Why is no real title available?)
- scientific article; zbMATH DE number 3388498 (Why is no real title available?)
- A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds
- A Sequential Method Seeking the Global Maximum of a Function
- A Simplex Method for Function Minimization
- A comparison of complete global optimization solvers
- A computational framework for derivative-free optimization of cardiovascular geometries
- A hybrid simplex search and particle swarm optimization for unconstrained optimization
- A limit theorem for a class of inhomogeneous Markov processes
- A locally-biased form of the DIRECT algorithm.
- A particle swarm pattern search method for bound constrained global optimization
- A polyhedral branch-and-cut approach to global optimization
- A progressive barrier for derivative-free nonlinear programming
- A radial basis function method for global optimization
- A stochastic method for global optimization
- A taxonomy of global optimization methods based on response surfaces
- A theoretical framework for simulated annealing
- Additive scaling and the \texttt{DIRECT} algorithm
- An Implicit Filtering Algorithm for Optimization of Functions with Many Local Minima
- An adaptive radial basis algorithm (ARBF) for expensive black-box mixed-integer constrained global optimization
- Benchmarking Derivative-Free Optimization Algorithms
- Comparison of public-domain software for black box global optimization∗
- Constrained global optimization of expensive black box functions using radial basis functions
- Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
- Convergence of Mesh Adaptive Direct Search to Second‐Order Stationary Points
- Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point
- Convergence results for generalized pattern search algorithms are tight
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Detection and Remediation of Stagnation in the Nelder--Mead Algorithm Using a Sufficient Decrease Condition
- Developments of NEWUOA for minimization without derivatives
- Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
- Efficient global optimization of expensive black-box functions
- Equation of state calculations by fast computing machines
- Filter pattern search algorithms for mixed variable constrained optimization problems
- Finding local optima of high-dimensional functions using direct search methods
- Finite-time performance analysis of static simulated annealing algorithms
- Fortified-Descent Simplicial Search Method: A General Approach
- Genetic algorithms: Foundations and applications
- Global convergence of general derivative-free trust-region algorithms to first- and second-order critical points
- Global optimization by multilevel coordinate search
- Global optimization of costly nonconvex functions using radial basis functions
- Handbook of global optimization
- Hit-and-Run Algorithms for Generating Multivariate Distributions
- Improved algorithms for convex minimization in relative scale
- Improved strategies for radial basis function methods for global optimization
- Incorporating minimum Frobenius norm models in direct search
- Introduction to Derivative-Free Optimization
- Lipschitzian optimization without the Lipschitz constant
- Mesh Adaptive Direct Search Algorithms for Constrained Optimization
- ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
- On the Convergence of Asynchronous Parallel Pattern Search
- On the Convergence of Pattern Search Algorithms
- On the Convergence of the Multidirectional Search Algorithm
- On the Global Convergence of Derivative-Free Methods for Unconstrained Optimization
- Optimal aeroacoustic shape design using the surrogate management framework
- Optimization by simulated annealing
- Optimizing an empirical scoring function for transmembrane protein structure determination
- OrthoMADS: A Deterministic MADS Instance with Orthogonal Directions
- Pattern Search Algorithms for Bound Constrained Minimization
- Pattern Search Methods for Linearly Constrained Minimization
- Quantitative Object Reconstruction Using Abel Transform X-Ray Tomography and Mixed Variable Optimization
- Recent progress in unconstrained nonlinear optimization without derivatives
- Reliability based design optimization using design explorer
- Sequential Application of Simplex Designs in Optimisation and Evolutionary Operation
- Spent potliner treatment process optimization using a MADS algorithm
- The GLOBAL optimization method revisited
- The NEWUOA software for unconstrained optimization without derivatives
- The global solver in the LINDO API
- Trailing-edge noise reduction using derivative-free optimization and large-eddy simulation
- UOBYQA: unconstrained optimization by quadratic approximation
- Using DIRECT to solve an aircraft routing problem
- Using Sampling and Simplex Derivatives in Pattern Search Methods
- Using simplex gradients of nonsmooth functions in direct search methods
- `` Direct Search Solution of Numerical and Statistical Problems
Cited in
(only showing first 100 items - show all)- On \texttt{MATLAB} experience in accelerating \texttt{DIRECT-GLce} algorithm for constrained global optimization through dynamic data structures and parallelization
- GPU parameter tuning for tall and skinny dense linear least squares problems
- A deterministic global optimization using smooth diagonal auxiliary functions
- Branch-and-Model: a derivative-free global optimization algorithm
- A novel sequential approximate optimization approach using data mining for engineering design optimization
- Deterministic global derivative-free optimization of black-box problems with bounded Hessian
- The ``black-box optimization problem: zero-order accelerated stochastic method via kernel approximation
- Active learning for regression by inverse distance weighting
- A fast and efficient estimation of the parameters of a model of accident frequencies via an MM algorithm
- Backpropagation neural tree
- Integrated experimental design and nonlinear optimization to handle computationally expensive models under resource constraints
- A merit function approach for evolution strategies
- Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming
- Globally convergent evolution strategies for constrained optimization
- Hill-Climbing Algorithm with a Stick for Unconstrained Optimization Problems
- On the numerical performance of finite-difference-based methods for derivative-free optimization
- Global optimization of general constrained grey-box models: new method and its application to constrained PDEs for pressure swing adsorption
- ParEGO extensions for multi-objective optimization of expensive evaluation functions
- Auction optimization using regression trees and linear models as integer programs
- Global linear convergence of evolution strategies with recombination on scaling-invariant functions
- Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter
- Pareto-aware strategies for faster convergence in multi-objective multi-scale search optimization
- Adaptive Interpolation Strategies in Derivative-Free Optimization: a case study
- Hyperparameter autotuning of programs with HybridTuner
- (Global) optimization: historical notes and recent developments
- MDTri: robust and efficient global mixed integer search of spaces of multiple ternary alloys. A DIRECT-inspired optimization algorithm for experimentally accessible computational material design
- Globalizer: a novel supercomputer software system for solving time-consuming global optimization problems
- RBFOpt: an open-source library for black-box optimization with costly function evaluations
- A heuristic approach for optimal planning and operation of distribution systems
- A simplicial homology algorithm for Lipschitz optimisation
- Efficient unconstrained black box optimization
- Numerical continuation method for nonlinear system of scalar and functional equations
- Using neural networks to solve linear bilevel problems with unknown lower level
- The relative cost of function and derivative evaluations in the CUTEr test set
- Derivative-free optimization methods
- CGRS -- an advanced hybrid method for global optimization of continuous functions closely coupling extended random search and conjugate gradient method
- Default policies for global optimisation of noisy functions with severe noise
- Improving the convergence rate of the DIRECT global optimization algorithm
- Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models
- Global Linear Convergence of Evolution Strategies on More than Smooth Strongly Convex Functions
- A sequential quadratic programming algorithm for equality-constrained optimization without derivatives
- BFO, a trainable derivative-free brute force optimizer for nonlinear bound-constrained optimization and equilibrium computations with continuous and discrete variables
- Convergence acceleration of ensemble Kalman inversion in nonlinear settings
- Global optimization based on active preference learning with radial basis functions
- MrDIRECT: a multilevel robust DIRECT algorithm for global optimization problems
- A discussion on variational analysis in derivative-free optimization
- A local search method for costly black-box problems and its application to CSP plant start-up optimization refinement
- Directed particle swarm optimization with Gaussian-process-based function forecasting
- Escaping local minima with local derivative-free methods: a numerical investigation
- ARGONAUT: algorithms for global optimization of constrained grey-box computational problems
- DIRECTGO: A new DIRECT-type MATLAB toolbox for derivative-free global optimization
- Gradient surfing: a new deterministic approach for low-dimensional global optimization
- DEFT-FUNNEL: an open-source global optimization solver for constrained grey-box and black-box problems
- Linear convergence of the derivative-free proximal bundle method on convex nonsmooth functions, with application to the derivative-free \(\mathcal{VU}\)-algorithm
- A process transfer model-based optimal compensation control strategy for batch process using just-in-time learning and trust region method
- Derivative-free superiorization with component-wise perturbations
- Review and comparison of algorithms and software for mixed-integer derivative-free optimization
- Optimization of black-box problems using Smolyak grids and polynomial approximations
- Efficient numerical methods for the optimisation of large kinetic reaction mechanisms
- Derivative-free optimization for population dynamic models
- Benchmarking Derivative-Free Optimization Algorithms
- Optimized ellipse packings in regular polygons
- Derivative-free superiorization: principle and algorithm
- A derivative-free scaling memoryless DFP method for solving large scale nonlinear monotone equations
- Banach-Mazur distance from \(\ell_p^3\) to \(\ell_\infty^3\)
- Finding Optimal Algorithmic Parameters Using Derivative‐Free Optimization
- Unified approach for solving box-constrained models with continuous or discrete variables by non monotone direct search methods
- Enhancing quantum efficiency of thin-film silicon solar cells by Pareto optimality
- Algorithm 856
- Combining Bayesian optimization and Lipschitz optimization
- Computation of the output of a function with fuzzy inputs based on a low-rank tensor approximation
- Decomposition in derivative-free optimization
- Finding Effective SAT Partitionings Via Black-Box Optimization
- Numerical simulation of polynomial-speed convergence phenomenon
- How to catch a lion in the desert: on the solution of the coverage directed generation (CDG) problem
- The DIRECT algorithm: 25 years later
- Comparison of several stochastic and deterministic derivative-free global optimization algorithms
- Full-low evaluation methods for derivative-free optimization
- A parallel evolution strategy for an Earth imaging problem in geophysics
- Calibration by optimization without using derivatives
- Basin hopping networks of continuous global optimization problems
- Empirical study of the improved UNIRANDI local search method
- Best practices for comparing optimization algorithms
- Machine learning-based surrogate modeling for data-driven optimization: a comparison of subset selection for regression techniques
- New subspace method for unconstrained derivative-free optimization
- Zeroth-order algorithms for nonconvex-strongly-concave minimax problems with improved complexities
- Computationally efficient integrated design and predictive control of flexible energy systems using multi‐fidelity simulation‐based Bayesian optimization
- A direct search algorithm for global optimization
- On the choice of the low-dimensional domain for global optimization via random embeddings
- Rotorcraft low-noise trajectories design: black-box optimization using surrogates
- Metaheuristic vs. deterministic global optimization algorithms: the univariate case
- Pseudo expected improvement criterion for parallel EGO algorithm
- Improving the flexibility and robustness of model-based derivative-free optimization solvers
- DAHash: distribution aware tuning of password hashing costs
- The theory of variational hybrid quantum-classical algorithms
- Lipschitz-inspired \texttt{HALRECT} algorithm for derivative-free global optimization
- Matching pursuit with unbounded parameter domains
- Analysis of surrogate-assisted information-geometric optimization algorithms
- An empirical study of various candidate selection and partitioning techniques in the \texttt{DIRECT} framework
- Numerical methods using two different approximations of space-filling curves for black-box global optimization
Describes a project that uses
Uses Software
This page was built for publication: Derivative-free optimization: a review of algorithms and comparison of software implementations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2392129)
