The Mesh Adaptive Direct Search Algorithm for Granular and Discrete Variables
From MaRDI portal
Publication:4634101
DOI10.1137/18M1175872zbMath1411.90229MaRDI QIDQ4634101
Sébastien Le Digabel, Charles Audet, Christophe Tribes
Publication date: 7 May 2019
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
derivative-free optimizationdiscrete variablesmesh adaptive direct searchblackbox optimizationgranular variables
Mixed integer programming (90C11) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
Related Items
A discussion on variational analysis in derivative-free optimization, Model-Based Derivative-Free Methods for Convex-Constrained Optimization, Derivative-free methods for mixed-integer nonsmooth constrained optimization, Exploiting Problem Structure in Derivative Free Optimization, Escaping local minima with local derivative-free methods: a numerical investigation, A simulation-based optimization approach for the calibration of a discrete event simulation model of an emergency department, Two decades of blackbox optimization applications, A general mathematical framework for constrained mixed-variable blackbox optimization problems with meta and categorical variables, Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates, Convergence of derivative-free nonmonotone direct search methods for unconstrained and box-constrained mixed-integer optimization, An algorithmic framework based on primitive directions and nonmonotone line searches for black-box optimization problems with integer variables, Combining cross-entropy and MADS methods for inequality constrained global optimization, Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates, A derivative-free optimization approach for the autotuning of a forex trading strategy, DMulti-MADS: mesh adaptive direct multisearch for bound-constrained blackbox multiobjective optimization, A method for convex black-box integer global optimization, Monotonic grey box direct search optimization, Hierarchically constrained blackbox optimization, Optimization of Stochastic Blackboxes with Adaptive Precision, Review and comparison of algorithms and software for mixed-integer derivative-free optimization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Genetic-algorithm-based simulation optimization considering a single stochastic constraint
- A literature survey of benchmark functions for global optimisation problems
- Adapting derivative free optimization methods to engineering models with discrete variables
- SO-MI: a surrogate model algorithm for computationally expensive nonlinear mixed-integer black-box global optimization problems
- A black-box scatter search for optimization problems with integer variables
- SO-I: a surrogate model algorithm for expensive nonlinear integer programming problems including global optimization applications
- Implicitly and densely discrete black-box optimization problems
- Nonsmooth optimization through mesh adaptive direct search and variable neighborhood search
- Mesh adaptive direct search algorithms for mixed variable optimization
- A mixed-integer simulation-based optimization approach with surrogate functions in water resources management
- Pattern search ranking and selection algorithms for mixed variable simulation-based optimization
- Test examples for nonlinear programming codes
- Solving spread spectrum radar polyphase code design problem by tabu search and variable neighbourhood search.
- An evolutionary programming approach to mixed-variable optimization problems
- Mesh-based Nelder-Mead algorithm for inequality constrained optimization
- Robust optimization of noisy blackbox problems using the mesh adaptive direct search algorithm
- Derivative-free methods for bound constrained mixed-integer optimization
- An algorithmic framework based on primitive directions and nonmonotone line searches for black-box optimization problems with integer variables
- Derivative-free methods for mixed-integer constrained optimization problems
- Metamodels for mixed variables based on moving least squares. Application to the structural analysis of a rigid frame
- MISO: mixed-integer surrogate optimization framework
- Dynamic scaling in the mesh adaptive direct search algorithm for blackbox optimization
- Sequential approximate optimization using radial basis function network for engineering optimization
- A trust-region-based derivative free algorithm for mixed integer programming
- Convergence results for generalized pattern search algorithms are tight
- Mixed variable optimization of a load-bearing thermal insulation system using a filter pattern search algorithm
- Pattern Search Algorithms for Mixed Variable Programming
- Algorithm 909
- On the Convergence of Pattern Search Algorithms
- Reducing the Number of Function Evaluations in Mesh Adaptive Direct Search Algorithms
- Parallel Space Decomposition of the Mesh Adaptive Direct Search Algorithm
- Multiobjective Optimization Through a Series of Single-Objective Formulations
- Introduction to Derivative-Free Optimization
- Testing Unconstrained Optimization Software
- Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point
- Analysis of Generalized Pattern Searches
- BFO, A Trainable Derivative-free Brute Force Optimizer for Nonlinear Bound-constrained Optimization and Equilibrium Computations with Continuous and Discrete Variables
- Derivative-Free and Blackbox Optimization
- Subspace dynamic-simplex linear interpolation search for mixed-integer black-box optimization problems
- A derivative-based algorithm for a particular class of mixed variable optimization problems
- Use of quadratic models with mesh-adaptive direct search for constrained black box optimization
- A Bounded and Discretized Nelder-Mead Algorithm Suitable for RFIC Calibration
- Benchmarking Derivative-Free Optimization Algorithms
- A Progressive Barrier for Derivative-Free Nonlinear Programming
- An Algorithm Model for Mixed Variable Programming
- CUTEr and SifDec
- Mesh Adaptive Direct Search Algorithms for Constrained Optimization
- Finding Optimal Algorithmic Parameters Using Derivative‐Free Optimization
- Theory of Positive Linear Dependence
- Mixed variable optimization of the number and composition of heat intercepts in a thermal insulation system
- A derivative-free approach for a simulation-based optimization problem in healthcare