A method for stochastic constrained optimization using derivative-free surrogate pattern search and collocation
DOI10.1016/J.JCP.2010.03.005zbMATH Open1193.65100OpenAlexW2043096963WikidataQ60421609 ScholiaQ60421609MaRDI QIDQ975138FDOQ975138
Sethuraman Sankaran, Charles Audet, A. L. Marsden
Publication date: 8 June 2010
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2010.03.005
stochastic optimizationderivative-free methodsprobabilistic constraintssurrogate management frameworkadaptive direct search
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Algorithm 847
- A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
- Numerical integration using sparse grids
- The Monte Carlo Method
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A Pattern Search Filter Method for Nonlinear Programming without Derivatives
- Pattern Search Algorithms for Bound Constrained Minimization
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- A Progressive Barrier for Derivative-Free Nonlinear Programming
- Mesh Adaptive Direct Search Algorithms for Constrained Optimization
- On the Convergence of Pattern Search Algorithms
- High-Order Collocation Methods for Differential Equations with Random Inputs
- Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
- Pattern Search Methods for Linearly Constrained Minimization
- Sparse grid collocation schemes for stochastic natural convection problems
- Optimal aeroacoustic shape design using the surrogate management framework
- Trailing-edge noise reduction using derivative-free optimization and large-eddy simulation
- OrthoMADS: A Deterministic MADS Instance with Orthogonal Directions
- Analysis of Generalized Pattern Searches
- A computational framework for derivative-free optimization of cardiovascular geometries
- A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach
Cited In (14)
- Fluid-structure interaction simulation of pulsatile ventricular assist devices
- Variational Bayesian strategies for high-dimensional, stochastic design problems
- A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization
- Computation of residence time in the simulation of pulsatile ventricular assist devices
- An adaptive strategy on the error of the objective functions for uncertainty-based derivative-free optimization
- Two decades of blackbox optimization applications
- Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO
- Dynamic improvements of static surrogates in direct search optimization
- A derivative-free optimization algorithm for the efficient minimization of functions obtained via statistical averaging
- Interpreting stochastic agent-based models of cell death
- Constrained optimization of an idealized Y-shaped baffle for the Fontan surgery at rest and exercise
- A simplex-based numerical framework for simple and efficient robust design optimization
- Global optimization of general constrained grey-box models: new method and its application to constrained PDEs for pressure swing adsorption
- Derivative-free optimization methods
Uses Software
This page was built for publication: A method for stochastic constrained optimization using derivative-free surrogate pattern search and collocation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q975138)
