A trust-region-based derivative free algorithm for mixed integer programming
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DOI: 10.1007/s10589-014-9660-1
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References listed on IDEAS
- Sriver, Todd A. & Chrissis, James W. & Abramson, Mark A., 2009. "Pattern search ranking and selection algorithms for mixed variable simulation-based optimization," European Journal of Operational Research, Elsevier, vol. 198(3), pages 878-890, November.
- Duan Li & Xiaoling Sun, 2006. "Nonlinear Integer Programming," International Series in Operations Research and Management Science, Springer, number 978-0-387-32995-6, April.
- G. Liuzzi & S. Lucidi & F. Rinaldi, 2012. "Derivative-free methods for bound constrained mixed-integer optimization," Computational Optimization and Applications, Springer, vol. 53(2), pages 505-526, October.
- A. Custódio & H. Rocha & L. Vicente, 2010. "Incorporating minimum Frobenius norm models in direct search," Computational Optimization and Applications, Springer, vol. 46(2), pages 265-278, June.
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Cited by:
- Ubaldo M. García Palomares, 2023. "Convergence of derivative-free nonmonotone Direct Search Methods for unconstrained and box-constrained mixed-integer optimization," Computational Optimization and Applications, Springer, vol. 85(3), pages 821-856, July.
- Jeffrey Larson & Sven Leyffer & Prashant Palkar & Stefan M. Wild, 2021. "A method for convex black-box integer global optimization," Journal of Global Optimization, Springer, vol. 80(2), pages 439-477, June.
- Nikolaos Ploskas & Nikolaos V. Sahinidis, 2022. "Review and comparison of algorithms and software for mixed-integer derivative-free optimization," Journal of Global Optimization, Springer, vol. 82(3), pages 433-462, March.
- Burcu Beykal & Styliani Avraamidou & Ioannis P. E. Pistikopoulos & Melis Onel & Efstratios N. Pistikopoulos, 2020. "DOMINO: Data-driven Optimization of bi-level Mixed-Integer NOnlinear Problems," Journal of Global Optimization, Springer, vol. 78(1), pages 1-36, September.
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Keywords
Mixed integer programming; Nonlinear programming; Derivative free algorithm; Trust region methods; 90C11; 90C30; 90C56;All these keywords.
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