A method for stochastic constrained optimization using derivative-free surrogate pattern search and collocation
From MaRDI portal
Publication:975138
Recommendations
- Derivative-Free Optimization
- Stochastic design optimization: application to reacting flows
- scientific article; zbMATH DE number 1827863
- An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids
- A trust-region algorithm with adaptive stochastic collocation for PDE optimization under uncertainty
Cites work
- scientific article; zbMATH DE number 3560401 (Why is no real title available?)
- scientific article; zbMATH DE number 1262778 (Why is no real title available?)
- scientific article; zbMATH DE number 2243098 (Why is no real title available?)
- A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
- A Pattern Search Filter Method for Nonlinear Programming without Derivatives
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A computational framework for derivative-free optimization of cardiovascular geometries
- A progressive barrier for derivative-free nonlinear programming
- A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach
- Algorithm 847
- Analysis of Generalized Pattern Searches
- High-Order Collocation Methods for Differential Equations with Random Inputs
- Mesh Adaptive Direct Search Algorithms for Constrained Optimization
- Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
- Numerical integration using sparse grids
- On the Convergence of Pattern Search Algorithms
- Optimal aeroacoustic shape design using the surrogate management framework
- OrthoMADS: A Deterministic MADS Instance with Orthogonal Directions
- Pattern Search Algorithms for Bound Constrained Minimization
- Pattern Search Methods for Linearly Constrained Minimization
- Sparse grid collocation schemes for stochastic natural convection problems
- The Monte Carlo Method
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Trailing-edge noise reduction using derivative-free optimization and large-eddy simulation
Cited in
(16)- Constrained optimization of an idealized Y-shaped baffle for the Fontan surgery at rest and exercise
- Probabilistic nonconvex constrained optimization with fixed number of function evaluations
- Derivative-free optimization methods
- Computation of residence time in the simulation of pulsatile ventricular assist devices
- Variational Bayesian strategies for high-dimensional, stochastic design problems
- A simplex-based numerical framework for simple and efficient robust design optimization
- A smoothing direct search method for Monte Carlo-based bound constrained composite nonsmooth optimization
- Dynamic improvements of static surrogates in direct search optimization
- An adaptive strategy on the error of the objective functions for uncertainty-based derivative-free optimization
- A derivative-free optimization algorithm for the efficient minimization of functions obtained via statistical averaging
- Interpreting stochastic agent-based models of cell death
- Fluid-structure interaction simulation of pulsatile ventricular assist devices
- Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO
- Two decades of blackbox optimization applications
- Global optimization of general constrained grey-box models: new method and its application to constrained PDEs for pressure swing adsorption
- A concurrent implementation of the surrogate management framework with application to cardiovascular shape optimization
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)
