Direct search based on probabilistic feasible descent for bound and linearly constrained problems
From MaRDI portal
Publication:2419520
DOI10.1007/s10589-019-00062-4zbMath1420.90083OpenAlexW2914779286WikidataQ128547599 ScholiaQ128547599MaRDI QIDQ2419520
C. W. Royer, Serge Gratton, Luis Nunes Vicente, Zaikun Zhang
Publication date: 13 June 2019
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10316/89442
bound constraintslinear constraintsderivative-free optimizationworst-case complexitydirect-search methodsfeasible descentprobabilistic feasible descent
Related Items
Model-Based Derivative-Free Methods for Convex-Constrained Optimization, Optimal 3D printing of complex objects in a \(5\)-axis printer, Scalable subspace methods for derivative-free nonlinear least-squares optimization, Direct Search Based on Probabilistic Descent in Reduced Spaces, Applying the pattern search implicit filtering algorithm for solving a noisy problem of parameter identification, Global optimization using random embeddings, Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates, Convergence of derivative-free nonmonotone direct search methods for unconstrained and box-constrained mixed-integer optimization, Derivative-free optimization methods, A Derivative-Free Method for Structured Optimization Problems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- On the optimal order of worst case complexity of direct search
- Worst case complexity of direct search
- Globally convergent evolution strategies for constrained optimization
- Generalized pattern search methods for linearly equality constrained optimization problems
- Objective-derivative-free methods for constrained optimization
- Linear equalities in blackbox optimization
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- On the complexity of finding first-order critical points in constrained nonlinear optimization
- A particle swarm pattern search method for bound constrained global optimization
- Evaluation Complexity for Nonlinear Constrained Optimization Using Unscaled KKT Conditions and High-Order Models
- On sequential and parallel non-monotone derivative-free algorithms for box constrained optimization
- Convergence of Trust-Region Methods Based on Probabilistic Models
- Algorithm 909
- Implicit Filtering
- PSwarm: a hybrid solver for linearly constrained global derivative-free optimization
- Pattern search in the presence of degenerate linear constraints
- Implementing Generating Set Search Methods for Linearly Constrained Minimization
- Introduction to Derivative-Free Optimization
- Conditions for convergence of trust region algorithms for nonsmooth optimization
- Frames and Grids in Unconstrained and Linearly Constrained Optimization: A Nonsmooth Approach
- Pattern Search Methods for Linearly Constrained Minimization
- Derivative-Free and Blackbox Optimization
- An adaptive cubic regularization algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
- Pattern Search Algorithms for Bound Constrained Minimization
- A grid algorithm for bound constrained optimization of noisy functions
- Benchmarking Derivative-Free Optimization Algorithms
- A Progressive Barrier for Derivative-Free Nonlinear Programming
- A Merit Function Approach for Direct Search
- Stationarity Results for Generating Set Search for Linearly Constrained Optimization
- Direct Search Based on Probabilistic Descent
- Measures, Integrals and Martingales
- Benchmarking optimization software with performance profiles.
- A derivative-free algorithm for bound constrained optimization
