An efficient class of direct search surrogate methods for solving expensive optimization problems with CPU-time-related functions

DOI10.1007/S00158-011-0658-3MaRDI QIDQ381689zbMATH OpenOpenAlexFDO

Authors Mark A. Abramson, Thomas J. Asaki, J. E. jun. Dennis, Raymond jun. Magallanez, Matthew J. Sottile

Publication date 15 November 2013

Published in Structural and Multidisciplinary Optimization (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1911/102088

zbMATH Keywords

Krigingderivative-free optimizationimage registrationpattern searchblack box optimization\texttt{DACE}\texttt{MATLAB}\texttt{NOMADm}mesh adaptive direct search (MADS)surrogate optimization

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Optimization of other properties in solid mechanics (74P10) Software, source code, etc. for problems pertaining to mechanics of deformable solids (74-04)

Recommendations

• Surrogate-based methods
• SOP: parallel surrogate global optimization with Pareto center selection for computationally expensive single objective problems
• Constrained optimization involving expensive function evaluations: A sequential approach
• SO-MI: a surrogate model algorithm for computationally expensive nonlinear mixed-integer black-box global optimization problems
• Surrogate‐based methods for black‐box optimization

Cites work

• scientific article; zbMATH DE number 2021122 (Why is no real title available?)
• scientific article; zbMATH DE number 775913 (Why is no real title available?)
• A Block Algorithm for Matrix 1-Norm Estimation, with an Application to 1-Norm Pseudospectra
• A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds
• A Pattern Search Filter Method for Nonlinear Programming without Derivatives
• Analysis of Generalized Pattern Searches
• Condition Estimates
• Convergence of Mesh Adaptive Direct Search to Second‐Order Stationary Points
• Curvature based image registration
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Frame based methods for unconstrained optimization
• Interpolation of spatial data. Some theory for kriging
• Kriging metamodeling in simulation: a review
• Large Sample Properties of Simulations Using Latin Hypercube Sampling
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• Multi-objective optimization using surrogates
• Numerical Simulation in Fluid Dynamics
• On the Convergence of Pattern Search Algorithms
• OrthoMADS: A Deterministic MADS Instance with Orthogonal Directions
• Orthogonal Array-Based Latin Hypercubes
• Pattern Search Algorithms for Bound Constrained Minimization
• Pattern Search Methods for Linearly Constrained Minimization

Cited in

(6)

• An adaptive-topology ensemble algorithm for engineering optimization problems
• Two decades of blackbox optimization applications
• Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO
• Dynamic improvements of static surrogates in direct search optimization
• A surrogate-based multiobjective metaheuristic and network degradation simulation model for robust toll pricing
• Accelerated random search for constrained global optimization assisted by radial basis function surrogates

Describes a project that uses

Uses Software

• OrthoMADS
• DACE
• NOMADm
• Matlab

This page was built for publication: An efficient class of direct search surrogate methods for solving expensive optimization problems with CPU-time-related functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q381689)