Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates
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DOI: 10.1007/s10589-020-00249-0
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- Angun, M.E. & Kleijnen, Jack P.C., 2012. "An asymptotic test of optimality conditions in multiresponse simulation optimization," Other publications TiSEM a69dfa59-b0e1-45bd-8cd6-a, Tilburg University, School of Economics and Management.
- Nicholas Gould & Dominique Orban & Philippe Toint, 2015. "CUTEst: a Constrained and Unconstrained Testing Environment with safe threads for mathematical optimization," Computational Optimization and Applications, Springer, vol. 60(3), pages 545-557, April.
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"An Asymptotic Test of Optimality Conditions in Multiresponse Simulation Optimization,"
INFORMS Journal on Computing, INFORMS, vol. 24(1), pages 53-65, February.
- Angun, M.E. & Kleijnen, Jack P.C., 2012. "An asymptotic test of optimality conditions in multiresponse simulation optimization," Other publications TiSEM a69dfa59-b0e1-45bd-8cd6-a, Tilburg University, School of Economics and Management.
- Chang, Kuo-Hao, 2012. "Stochastic Nelder–Mead simplex method – A new globally convergent direct search method for simulation optimization," European Journal of Operational Research, Elsevier, vol. 220(3), pages 684-694.
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- Andrea Brilli & Morteza Kimiaei & Giampaolo Liuzzi & Stefano Lucidi, 2024. "Worst Case Complexity Bounds for Linesearch-Type Derivative-Free Algorithms," Journal of Optimization Theory and Applications, Springer, vol. 203(1), pages 419-454, October.
- Kwassi Joseph Dzahini, 2022. "Expected complexity analysis of stochastic direct-search," Computational Optimization and Applications, Springer, vol. 81(1), pages 179-200, January.
- Youssef Diouane & Victor Picheny & Rodolophe Le Riche & Alexandre Scotto Di Perrotolo, 2023. "TREGO: a trust-region framework for efficient global optimization," Journal of Global Optimization, Springer, vol. 86(1), pages 1-23, May.
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Keywords
Blackbox optimization; Derivative-free optimization; Stochastic optimization; Mesh adaptive direct search; Probabilistic estimates;All these keywords.
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