Bilevel derivative-free optimization and its application to robust optimization

DOI10.1080/10556788.2010.547579MaRDI QIDQ2885495zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Andrew R. Conn, L. N. Vicente

Publication date 23 May 2012

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2010.547579

zbMATH Keywords

bilevel programmingrobust optimizationquadratic interpolationtrust-region methodssimulation-based optimizationderivative-free optimization (DFO)

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• Foundations of bilevel programming
• Geometry of interpolation sets in derivative free optimization
• Global convergence of general derivative-free trust-region algorithms to first- and second-order critical points
• Introduction to Derivative-Free Optimization
• Least Frobenius norm updating of quadratic models that satisfy interpolation conditions
• On the geometry phase in model-based algorithms for derivative-free optimization
• Optimizing Omega
• Practical bilevel optimization. Algorithms and applications
• Robust optimization for unconstrained simulation-based problems
• Trust Region Methods

Cited in

(13)

• Derivative-free robust optimization for circuit design
• Inexact derivative-free optimization for bilevel learning
• Derivative-free optimization methods
• A survey of nonlinear robust optimization
• A trust-region framework for derivative-free mixed-integer optimization
• Derivative-free robust optimization by outer approximations
• A robust optimization approach for magnetic spacecraft attitude stabilization
• Bi-level optimization approach for robust mean-variance problems
• Robust bilevel optimization for near-optimal lower-level solutions
• Derivative-free bound-constrained optimization for solving structured problems with surrogate models
• scientific article; zbMATH DE number 6514307 (Why is no real title available?)
• Bilevel direct search method for leader-follower problems and application in health insurance
• Bilevel optimization: theory, algorithms, applications and a bibliography

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