Bilevel derivative-free optimization and its application to robust optimization

DOI10.1080/10556788.2010.547579zbMATH Open1242.90227DBLPjournals/oms/ConnV12OpenAlexW2109657503WikidataQ58040549 ScholiaQ58040549MaRDI QIDQ2885495FDOQ2885495

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

Recommendations

• Derivative-free robust optimization by outer approximations
• Trust-region algorithms for derivative-free optimization and nonlinear bilevel programming. (Thesis)
• Nonlinear robust optimization via sequential convex bilevel programming
• scientific article; zbMATH DE number 1329057
• The models of bilevel programming with lower level second-order cone programs

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)

Cites Work

• Title not available (Why is that?)
• Practical bilevel optimization. Algorithms and applications
• Foundations of bilevel programming
• Trust Region Methods
• Global convergence of general derivative-free trust-region algorithms to first- and second-order critical points
• Introduction to Derivative-Free Optimization
• Robust optimization for unconstrained simulation-based problems
• Optimizing Omega
• Geometry of interpolation sets in 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

Cited In (13)

• Derivative-free robust optimization for circuit design
• Title not available (Why is that?)
• Derivative-free robust optimization by outer approximations
• Inexact derivative-free optimization for bilevel learning
• A robust optimization approach for magnetic spacecraft attitude stabilization
• Bilevel direct search method for leader-follower problems and application in health insurance
• 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
• A trust-region framework for derivative-free mixed-integer optimization
• Bilevel optimization: theory, algorithms, applications and a bibliography
• Derivative-free optimization methods
• A survey of nonlinear robust optimization

This page was built for publication: Bilevel derivative-free optimization and its application to robust optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2885495)