On the convergence of adaptive stochastic search methods for constrained and multi-objective black-box optimization

DOI10.1007/S10957-016-0977-ZzbMATH Open1353.65056OpenAlexW2490800486MaRDI QIDQ328457FDOQ328457

Authors: Rommel G. Regis 

Publication date: 20 October 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-016-0977-z

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zbMATH Keywords

convergenceglobal optimizationconstrained optimizationevolutionary algorithmmulti-objective optimizationstochastic searchadaptive stochastic algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Multi-objective and goal programming (90C29) Stochastic programming (90C15)

Cites Work

• Title not available (Why is that?)
• Introduction to Stochastic Search and Optimization
• Global optimization by controlled random search
• Nonlinear multiobjective optimization
• Global optimization in action. Continuous and Lipschitz optimization: algorithms, implementations and applications
• A Class of Solutions for Group Decision Problems
• Proper efficiency and the theory of vector maximization
• Nonlinear Programming
• Stochastic adaptive search for global optimization.
• Convergence of a random optimization method for constrained optimization problems
• Global optimization requires global information
• On the convergence of a population-based global optimization algorithm
• On the convergence of multiobjective evolutionary algorithms
• Theoretical aspects of evolutionary multiobjective optimization
• Convergence properties of stochastic optimization procedures
• Interactive multi-objective programming technique using random optimization method
• Minimization by Random Search Techniques
• Title not available (Why is that?)
• Convergence guarantees for generalized adaptive stochastic search methods for continuous global optimization
• Convergence of stochastic search algorithms to finite size Pareto set approximations

Cited In (8)

• Understanding measure-driven algorithms solving irreversibly ill-conditioned problems
• An adaptive direct multisearch method for black-box multi-objective optimization
• Title not available (Why is that?)
• Convergence guarantees for generalized adaptive stochastic search methods for continuous global optimization
• MSO: a framework for bound-constrained black-box global optimization algorithms
• Accelerated random search for constrained global optimization assisted by radial basis function surrogates
• Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates
• Revisiting norm optimization for multi-objective black-box problems: a finite-time analysis

Uses Software

• Global Optimization Toolbox For Maple
• CMA-ES

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