Escaping unknown discontinuous regions in blackbox optimization

DOI10.1137/21M1420915MaRDI QIDQ5097015zbMATH OpenFDO

Authors Charles Audet, Alain Batailly, Solène Kojtych

Publication date 19 August 2022

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/21M1420915

zbMATH Keywords

mesh adaptive direct searchdiscontinuous functionsblackbox optimization

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

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Cited in

(3)

• Counterexample and an additional revealing poll step for a result of ``Analysis of direct searches for discontinuous functions
• Direct-search methods in the year 2025: theoretical guarantees and algorithmic paradigms
• Convergence towards a local minimum by direct search methods with a covering step

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