Use of quadratic models with mesh-adaptive direct search for constrained black box optimization

DOI10.1080/10556788.2011.623162zbMath1270.90073OpenAlexW1994465229WikidataQ58201056 ScholiaQ58201056MaRDI QIDQ4924108

Andrew R. Conn, Sébastien Le Digabel

Publication date: 30 May 2013

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2011.623162

zbMATH Keywords

constrained optimizationblack box optimizationquadratic modelsmesh-adaptive direct search algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items

Use of a biobjective direct search algorithm in the process design of material science applications, Dynamic scaling in the mesh adaptive direct search algorithm for blackbox optimization, ARGONAUT: algorithms for global optimization of constrained grey-box computational problems, Full-low evaluation methods for derivative-free optimization, Surrogate‐based methods for black‐box optimization, A progressive barrier derivative-free trust-region algorithm for constrained optimization, Mesh-based Nelder-Mead algorithm for inequality constrained optimization, Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO, Quantifying uncertainty with ensembles of surrogates for blackbox optimization, A frame-based conjugate gradients direct search method with radial basis function interpolation model, Optimization of black-box problems using Smolyak grids and polynomial approximations, Binary, unrelaxable and hidden constraints in blackbox optimization, Parallel distributed block coordinate descent methods based on pairwise comparison oracle, Rotorcraft low-noise trajectories design: black-box optimization using surrogates, Two decades of blackbox optimization applications, Derivative-free mixed binary necklace optimization for cyclic-symmetry optimal design problems, Mesh adaptive direct search with second directional derivative-based Hessian update, Order-based error for managing ensembles of surrogates in mesh adaptive direct search, A variance-based method to rank input variables of the mesh adaptive direct search algorithm, The Mesh Adaptive Direct Search Algorithm for Granular and Discrete Variables, A direct search algorithm for global optimization, Optimization of algorithms with OPAL, Combining cross-entropy and MADS methods for inequality constrained global optimization, Black-Box Optimization: Methods and Applications, Global optimization of general constrained grey-box models: new method and its application to constrained PDEs for pressure swing adsorption, Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm, An Initialization Strategy for High-Dimensional Surrogate-Based Expensive Black-Box Optimization, On the use of polynomial models in multiobjective directional direct search, Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates, Locally weighted regression models for surrogate-assisted design optimization, Mesh adaptive direct search with simplicial Hessian update, DMulti-MADS: mesh adaptive direct multisearch for bound-constrained blackbox multiobjective optimization, Derivative-free optimization methods, Dynamic improvements of static surrogates in direct search optimization, CONORBIT: constrained optimization by radial basis function interpolation in trust regions

Uses Software

• NEWUOA
• NOMAD
• OrthoMADS

Cites Work

• Unnamed Item
• Unnamed Item
• Nonsmooth optimization through mesh adaptive direct search and variable neighborhood search
• Incorporating minimum Frobenius norm models in direct search
• Mesh adaptive direct search algorithms for mixed variable optimization
• Variable neighborhood search
• Convergence results for generalized pattern search algorithms are tight
• Algorithm 909
• Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization
• On the Convergence of Pattern Search Algorithms
• Parallel Space Decomposition of the Mesh Adaptive Direct Search Algorithm
• Using Sampling and Simplex Derivatives in Pattern Search Methods
• Using simplex gradients of nonsmooth functions in direct search methods
• Erratum: Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• OrthoMADS: A Deterministic MADS Instance with Orthogonal Directions
• On the geometry phase in model-based algorithms for derivative-free optimization
• Introduction to Derivative-Free Optimization
• ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
• Optimization and nonsmooth analysis
• Analysis of Generalized Pattern Searches
• An Implicit Filtering Algorithm for Optimization of Functions with Many Local Minima
• Benchmarking Derivative-Free Optimization Algorithms
• Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points
• A Progressive Barrier for Derivative-Free Nonlinear Programming
• CUTEr and SifDec
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• Nonlinear programming without a penalty function.