A trust-region-based derivative free algorithm for mixed integer programming
DOI10.1007/S10589-014-9660-1zbMATH Open1308.90112OpenAlexW1986346500WikidataQ57931909 ScholiaQ57931909MaRDI QIDQ2515071FDOQ2515071
Authors: Eric Newby, M. Montaz Ali
Publication date: 10 February 2015
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-014-9660-1
Recommendations
- A trust region SQP algorithm for mixed-integer nonlinear programming
- A trust-region derivative-free algorithm for constrained optimization
- Improved trust-region derivative-free algorithm for general constrained optimization problems
- Derivative-free methods for mixed-integer constrained optimization problems
- A derivative-free trust-region algorithm for composite nonsmooth optimization
- Derivative-free methods for bound constrained mixed-integer optimization
- Inverse Mixed Integer Optimization: Polyhedral Insights and Trust Region Methods
- Derivative-free methods for mixed-integer nonsmooth constrained optimization
- Trust-region algorithms for derivative-free optimization and nonlinear bilevel programming. (Thesis)
- A trust region method for the solution of the surrogate dual in integer programming
Nonlinear programming (90C30) Mixed integer programming (90C11) Derivative-free methods and methods using generalized derivatives (90C56)
Cites Work
- Derivative-free methods for bound constrained mixed-integer optimization
- A derivative-free algorithm for bound constrained optimization
- Title not available (Why is that?)
- Benchmarking optimization software with performance profiles.
- Derivative-free methods for nonlinear programming with general lower-level constraints
- Nonlinear integer programming
- Algorithm 909: NOMAD: nonlinear optimization with the MADS algorithm
- A Pattern Search Filter Method for Nonlinear Programming without Derivatives
- Global convergence of general derivative-free trust-region algorithms to first- and second-order critical points
- A progressive barrier for derivative-free nonlinear programming
- Mesh Adaptive Direct Search Algorithms for Constrained Optimization
- A numerical evaluation of several stochastic algorithms on selected continuous global optimization test problems
- On the Convergence of Pattern Search Algorithms
- Introduction to Derivative-Free Optimization
- Title not available (Why is that?)
- Title not available (Why is that?)
- The Tunneling Algorithm for the Global Minimization of Functions
- Title not available (Why is that?)
- Extending the QCR method to general mixed-integer programs
- Mesh adaptive direct search algorithms for mixed variable optimization
- An adaptive radial basis algorithm (ARBF) for expensive black-box mixed-integer constrained global optimization
- Pattern search algorithms for mixed variable programming
- Analysis of direct searches for discontinuous functions
- SO-MI: a surrogate model algorithm for computationally expensive nonlinear mixed-integer black-box global optimization problems
- An Algorithm Model for Mixed Variable Programming
- Implicitly and densely discrete black-box optimization problems
- A real coded genetic algorithm for solving integer and mixed integer optimization problems
- Using Sampling and Simplex Derivatives in Pattern Search Methods
- Geometry of interpolation sets in derivative free optimization
- Inexact restoration method for derivative-free optimization with smooth constraints
- Penalty function approach for the mixed discrete nonlinear problems by particle swarm optimization
- A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds
- Filter pattern search algorithms for mixed variable constrained optimization problems
- Incorporating minimum Frobenius norm models in direct search
- A derivative-free algorithm for linearly constrained optimization problems
- New reflection generator for simulated annealing in mixed-integer/continuous global optimization
- Pattern search ranking and selection algorithms for mixed variable simulation-based optimization
- Solving nonlinearly constrained global optimization problem via an auxiliary function method
- Simulated annealing with asymptotic convergence for nonlinear constrained optimization
Cited In (16)
- A trust region SQP algorithm for mixed-integer nonlinear programming
- An algorithmic framework based on primitive directions and nonmonotone line searches for black-box optimization problems with integer variables
- Review and comparison of algorithms and software for mixed-integer derivative-free optimization
- Unified approach for solving box-constrained models with continuous or discrete variables by non monotone direct search methods
- Linear transformation based solution methods for non-convex mixed integer quadratic programs
- Derivative-free methods for mixed-integer nonsmooth constrained optimization
- Convergence of derivative-free nonmonotone direct search methods for unconstrained and box-constrained mixed-integer optimization
- Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO
- On Integer Optimal Control with Total Variation Regularization on Multidimensional Domains
- Sequential linear integer programming for integer optimal control with total variation regularization
- A trust-region framework for derivative-free mixed-integer optimization
- A method for convex black-box integer global optimization
- The Mesh Adaptive Direct Search Algorithm for Granular and Discrete Variables
- A trajectory-based method for mixed integer nonlinear programming problems
- Derivative-free methods for bound constrained mixed-integer optimization
- Derivative-free optimization methods
Uses Software
This page was built for publication: A trust-region-based derivative free algorithm for mixed integer programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2515071)