Stochastic radial basis function algorithms for large-scale optimization involving expensive black-box objective and constraint functions
From MaRDI portal
Publication:614061
DOI10.1016/j.cor.2010.09.013zbMath1434.90109OpenAlexW2003839735MaRDI QIDQ614061
Publication date: 23 December 2010
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2010.09.013
constrained optimizationlarge-scale optimizationradial basis functionderivative-free optimizationstochastic algorithmsurrogate modelexpensive function
Abstract computational complexity for mathematical programming problems (90C60) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)
Related Items (28)
Surrogate‐based methods for black‐box optimization ⋮ Kriging-assisted teaching-learning-based optimization (KTLBO) to solve computationally expensive constrained problems ⋮ Tracking global optima in dynamic environments with efficient global optimization ⋮ Accelerated random search for constrained global optimization assisted by radial basis function surrogates ⋮ Efficient global optimization for high-dimensional constrained problems by using the Kriging models combined with the partial least squares method ⋮ Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO ⋮ Quantifying uncertainty with ensembles of surrogates for blackbox optimization ⋮ GOSAC: global optimization with surrogate approximation of constraints ⋮ High-dimensional black-box optimization under uncertainty ⋮ A stochastic adaptive radial basis function algorithm for costly black-box optimization ⋮ Two-layer adaptive surrogate-assisted evolutionary algorithm for high-dimensional computationally expensive problems ⋮ Dynamic wireless charging facility location problem for battery electric vehicles under electricity constraint ⋮ Order-based error for managing ensembles of surrogates in mesh adaptive direct search ⋮ Expected improvement in efficient global optimization through bootstrapped Kriging ⋮ Kriging-sparse polynomial dimensional decomposition surrogate model with adaptive refinement ⋮ 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 ⋮ A kriging-based constrained global optimization algorithm for expensive black-box functions with infeasible initial points ⋮ Filter-based adaptive Kriging method for black-box optimization problems with expensive objective and constraints ⋮ DEFT-FUNNEL: an open-source global optimization solver for constrained grey-box and black-box problems ⋮ Surrogate-assisted classification-collaboration differential evolution for expensive constrained optimization problems ⋮ An Initialization Strategy for High-Dimensional Surrogate-Based Expensive Black-Box Optimization ⋮ A surrogate-based optimization method with RBF neural network enhanced by linear interpolation and hybrid infill strategy ⋮ Surrogate optimization of deep neural networks for groundwater predictions ⋮ Efficient hierarchical surrogate-assisted differential evolution for high-dimensional expensive optimization ⋮ GOPS: efficient RBF surrogate global optimization algorithm with high dimensions and many parallel processors including application to multimodal water quality PDE model calibration ⋮ Filter-based stochastic algorithm for global optimization ⋮ CONORBIT: constrained optimization by radial basis function interpolation in trust regions
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Constrained global optimization of expensive black box functions using radial basis functions
- An informational approach to the global optimization of expensive-to-evaluate functions
- Improved strategies for radial basis function methods for global optimization
- Scatter search for chemical and bio-process optimization
- An adaptive radial basis algorithm (ARBF) for expensive black-box mixed-integer constrained global optimization
- Improved scatter search for the global optimization of computationally expensive dynamic models
- Constrained optimization in expensive simulation: novel approach
- A collection of test problems for constrained global optimization algorithms
- Efficient global optimization of expensive black-box functions
- Recent progress in unconstrained nonlinear optimization without derivatives
- Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
- Algorithmic construction of optimal symmetric Latin hypercube designs.
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- A line up evolutionary algorithm for solving nonlinear constrained optimization problems
- UOBYQA: unconstrained optimization by quadratic approximation
- Global optimization of costly nonconvex functions using radial basis functions
- Scatter search. Methodology and implementation in C. With CD-ROM.
- Adaptive memory programming for constrained global optimization
- Optimal aeroacoustic shape design using the surrogate management framework
- Scatter Search and Local NLP Solvers: A Multistart Framework for Global Optimization
- A Stochastic Radial Basis Function Method for the Global Optimization of Expensive Functions
- On the Convergence of Pattern Search Algorithms
- Convergence of Mesh Adaptive Direct Search to Second‐Order Stationary Points
- Introduction to Derivative-Free Optimization
- ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
- A Heuristic Search Procedure for Estimating a Global Solution of Nonconvex Programming Problems
- Mesh Adaptive Direct Search Algorithms for Constrained Optimization
- A radial basis function method for global optimization
This page was built for publication: Stochastic radial basis function algorithms for large-scale optimization involving expensive black-box objective and constraint functions
