Stochastic filter methods for generally constrained global optimization

DOI10.1007/S10898-015-0388-YMaRDI QIDQ300752zbMATH OpenOpenAlexWikidataFDO

Authors C. J. Price, M. Reale, B. L. Robertson

Publication date 29 June 2016

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10092/13264

zbMATH Keywords

filterdirect search\textsc{ars}\textsc{oscars}bound and otherwise constrained global optimization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

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Cites work

• A collection of test problems for constrained global optimization algorithms
• A computational study on different penalty approaches for solving constrained global optimization problems with the electromagnetism-like method
• A cover partitioning method for bound constrained global optimization
• A filled function method for constrained global optimization
• A filter-based artificial fish swarm algorithm for constrained global optimization: theoretical and practical issues
• A new auxiliary function method for general constrained global optimization
• A particle swarm pattern search method for bound constrained global optimization
• An approach to constrained global optimization based on exact penalty functions
• Constrained global optimization of expensive black box functions using radial basis functions
• Derivative-free filter simulated annealing method for constrained continuous global optimization
• Efficient interval partitioning for constrained global optimization
• Global minimization using an augmented Lagrangian method with variable lower-level constraints
• Interval branch and bound with local sampling for constrained global optimization
• Lipschitzian optimization without the Lipschitz constant
• Nonlinear programming without a penalty function.
• On Accelerated Random Search
• One side cut accelerated random search
• Stochastic global optimization methods part II: Multi level methods
• Topographical multilevel single linkage
• Unified theory of augmented Lagrangian methods for constrained global optimization

Cited in

(9)

• Stochastic global optimization as a filtering problem
• Nonconvex constrained optimization by a filtering branch and bound
• Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates
• Filter-based stochastic algorithm for global optimization
• Filter-based DIRECT method for constrained global optimization
• A primal–dual penalty method via rounded weighted-ℓ₁ Lagrangian duality
• \textsc{Oscars}-II: an algorithm for bound constrained global optimization
• Dynamic filters and randomized drivers for the multi-start global optimization algorithm MSNLP
• Derivative-free filter simulated annealing method for constrained continuous global optimization

Describes a project that uses

Uses Software

• PSwarm

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