Analysis of direct searches for discontinuous functions
From MaRDI portal
Publication:431012
DOI10.1007/S10107-010-0429-8zbMATH Open1245.90127DBLPjournals/mp/VicenteC12OpenAlexW2133356919WikidataQ58040544 ScholiaQ58040544MaRDI QIDQ431012FDOQ431012
Authors: A. L. Custódio, L. N. Vicente 
Publication date: 26 June 2012
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-010-0429-8
Recommendations
lower semicontinuitydiscontinuityLipschitz extensionsdirect-search methodsdirectionally Lipschitzgeneralized directional derivativesnonsmooth calculus
Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
Cites Work
- Convex Analysis
- Accuracy and Stability of Numerical Algorithms
- Mesh Adaptive Direct Search Algorithms for Constrained Optimization
- On the Convergence of Pattern Search Algorithms
- Introduction to Derivative-Free Optimization
- Title not available (Why is that?)
- Extension of range of functions
- Finding Optimal Algorithmic Parameters Using Derivative‐Free Optimization
- Generalized Directional Derivatives and Subgradients of Nonconvex Functions
- Title not available (Why is that?)
- Convergence of Mesh Adaptive Direct Search to Second‐Order Stationary Points
- Using simplex gradients of nonsmooth functions in direct search methods
- Analysis of Generalized Pattern Searches
- Optimizing Omega
- Generating set search methods for piecewise smooth problems
- Optimization by Direct Search in Matrix Computations
Cited In (39)
- Trust-region methods for the derivative-free optimization of nonsmooth black-box functions
- Model-based derivative-free methods for convex-constrained optimization
- A trust-region-based derivative free algorithm for mixed integer programming
- A subclass of generating set search with convergence to second-order stationary points
- CARTopt: a random search method for nonsmooth unconstrained optimization
- Derivative-free robust optimization for circuit design
- Worst case complexity of direct search
- A variance-based method to rank input variables of the mesh adaptive direct search algorithm
- Generating set search using simplex gradients for bound-constrained black-box optimization
- Full-low evaluation methods for derivative-free optimization
- Two decades of blackbox optimization applications
- Derivative-free methods for mixed-integer nonsmooth constrained optimization
- Escaping unknown discontinuous regions in blackbox optimization
- Direct search based on probabilistic descent
- Calibration of parameters in dynamic energy budget models using direct-search methods
- Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO
- Full-low evaluation methods for bound and linearly constrained derivative-free optimization
- Equal angle distribution of polling directions in direct-search methods
- Bilevel direct search method for leader-follower problems and application in health insurance
- Counterexample and an additional revealing poll step for a result of ``Analysis of direct searches for discontinuous functions
- Mesh adaptive direct search with second directional derivative-based Hessian update
- Optimization of algorithms with OPAL
- Derivative-free bound-constrained optimization for solving structured problems with surrogate models
- Dynamic scaling in the mesh adaptive direct search algorithm for blackbox optimization
- Mesh adaptive direct search with simplicial Hessian update
- Optimization with hidden constraints and embedded Monte Carlo computations
- TREGO: a trust-region framework for efficient global optimization
- Globally convergent evolution strategies
- On the minimization of possibly discontinuous functions by means of pointwise approximations
- A discontinuous derivative-free optimization framework for multi-enterprise supply chain
- A direct search quasi-Newton method for nonsmooth unconstrained optimization
- Globally convergent evolution strategies for constrained optimization
- A derivative-free affine scaling trust region methods based on probabilistic models with new nonmonotone line search technique for linear inequality constrained minimization without strict complementarity
- Black-Box Optimization: Methods and Applications
- Using QR decomposition to obtain a new instance of mesh adaptive direct search with uniformly distributed polling directions
- Derivative-free optimization methods
- GLODS: global and local optimization using direct search
- Constrained derivative-free optimization on thin domains
- Global optimization of bounded factorable functions with discontinuities
Uses Software
This page was built for publication: Analysis of direct searches for discontinuous functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q431012)
