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Derivative-free optimization: a review of algorithms and comparison of software implementations

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  1. Jonas Bjerg Thomsen & Francesco Ferri & Jens Peter Kofoed & Kevin Black, 2018. "Cost Optimization of Mooring Solutions for Large Floating Wave Energy Converters," Energies, MDPI, vol. 11(1), pages 1-23, January.
  2. Khakifirooz, Marzieh & Fathi, Michel & Lee, I-Chen & Tseng, Sheng-Tsaing, 2023. "Neural ordinary differential equation for sequential optimal design of fatigue test under accelerated life test analysis," Reliability Engineering and System Safety, Elsevier, vol. 235(C).
  3. Gu, Ziyuan & Li, Yifan & Saberi, Meead & Rashidi, Taha H. & Liu, Zhiyuan, 2023. "Macroscopic parking dynamics and equitable pricing: Integrating trip-based modeling with simulation-based robust optimization," Transportation Research Part B: Methodological, Elsevier, vol. 173(C), pages 354-381.
  4. Khalid Mohammed Saffer Alzaidi & Oguz Bayat & Osman N. Uçan, 2018. "A Heuristic Approach for Optimal Planning and Operation of Distribution Systems," Journal of Optimization, Hindawi, vol. 2018, pages 1-19, June.
  5. Karl Lindqvist & Zachary T. Wilson & Erling Næss & Nikolaos V. Sahinidis, 2018. "A Machine Learning Approach to Correlation Development Applied to Fin-Tube Bundle Heat Exchangers," Energies, MDPI, vol. 11(12), pages 1-16, December.
  6. Toheed Ghandriz & Bengt Jacobson & Manjurul Islam & Jonas Hellgren & Leo Laine, 2021. "Transportation-Mission-Based Optimization of Heterogeneous Heavy-Vehicle Fleet Including Electrified Propulsion," Energies, MDPI, vol. 14(11), pages 1-43, May.
  7. Gandhi, Akhilesh & Zantye, Manali S. & Faruque Hasan, M.M., 2022. "Cryogenic energy storage: Standalone design, rigorous optimization and techno-economic analysis," Applied Energy, Elsevier, vol. 322(C).
  8. Gabriela Simonet & Julie Subervie & Driss Ezzine-De-Blas & Marina Cromberg & Amy Duchelle, 2015. "Paying smallholders not to cut down the amazon forest: impact evaluation of a REDD+ pilot project," Working Papers 1514, Chaire Economie du climat.
  9. Somayeh Moazeni & Warren B. Powell & Boris Defourny & Belgacem Bouzaiene-Ayari, 2017. "Parallel Nonstationary Direct Policy Search for Risk-Averse Stochastic Optimization," INFORMS Journal on Computing, INFORMS, vol. 29(2), pages 332-349, May.
  10. Hieninger, Thomas & Schmidt-Vollus, Ronald & Schlücker, Eberhard, 2021. "Improving energy efficiency of individual centrifugal pump systems using model-free and on-line optimization methods," Applied Energy, Elsevier, vol. 304(C).
  11. Cliff C Kerr & Salvador Dura-Bernal & Tomasz G Smolinski & George L Chadderdon & David P Wilson, 2018. "Optimization by Adaptive Stochastic Descent," PLOS ONE, Public Library of Science, vol. 13(3), pages 1-16, March.
  12. Ligang Wang & Zhiping Yang & Shivom Sharma & Alberto Mian & Tzu-En Lin & George Tsatsaronis & François Maréchal & Yongping Yang, 2018. "A Review of Evaluation, Optimization and Synthesis of Energy Systems: Methodology and Application to Thermal Power Plants," Energies, MDPI, vol. 12(1), pages 1-53, December.
  13. Christophe Gouel & Nicolas Legrand, 2017. "Estimating the Competitive Storage Model with Trending Commodity Prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 744-763, June.
  14. Zhang, Le & Gu, Weihua & Fu, Liangliang & Mei, Yu & Hu, Yaohua, 2021. "A two-stage heuristic approach for fleet management optimization under time-varying demand," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 147(C).
  15. Marc Chataigner & Stéphane Crépey, 2019. "Credit Valuation Adjustment Compression by Genetic Optimization," Risks, MDPI, vol. 7(4), pages 1-21, September.
  16. Tamás Vinkó & Kitti Gelle, 2017. "Basin Hopping Networks of continuous global optimization problems," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 25(4), pages 985-1006, December.
  17. Jakubik, Johannes & Binding, Adrian & Feuerriegel, Stefan, 2021. "Directed particle swarm optimization with Gaussian-process-based function forecasting," European Journal of Operational Research, Elsevier, vol. 295(1), pages 157-169.
  18. Blanka Horvath & Aitor Muguruza & Mehdi Tomas, 2019. "Deep Learning Volatility," Papers 1901.09647, arXiv.org, revised Aug 2019.
  19. László Pál, 2017. "Empirical study of the improved UNIRANDI local search method," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 25(4), pages 929-952, December.
  20. Spyridon Samothrakis & Maria Fasli & Diego Perez & Simon Lucas, 2017. "Default policies for global optimisation of noisy functions with severe noise," Journal of Global Optimization, Springer, vol. 67(4), pages 893-907, April.
  21. Dawid Tarłowski, 2017. "On the convergence rate issues of general Markov search for global minimum," Journal of Global Optimization, Springer, vol. 69(4), pages 869-888, December.
  22. Zhao, Jake, 2020. "Accounting for the corporate cash increase," European Economic Review, Elsevier, vol. 123(C).
  23. Hannes Schwarz & Valentin Bertsch & Wolf Fichtner, 2018. "Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 40(1), pages 265-310, January.
  24. Elmalky, Adham M. & Araji, Mohamad T., 2024. "Optimization models for photosynthetic bioenergy generation in building façades," Renewable Energy, Elsevier, vol. 228(C).
  25. Breitmoser, Yves & Valasek, Justin, 2017. "A rationale for unanimity in committees," Discussion Papers, Research Unit: Economics of Change SP II 2017-308, WZB Berlin Social Science Center.
  26. Y. Diouane & S. Gratton & L. Vicente, 2015. "Globally convergent evolution strategies for constrained optimization," Computational Optimization and Applications, Springer, vol. 62(2), pages 323-346, November.
  27. Priyam Das, 2021. "Recursive Modified Pattern Search on High-Dimensional Simplex : A Blackbox Optimization Technique," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 440-483, November.
  28. Alena Vagaská & Miroslav Gombár & Ľuboslav Straka, 2022. "Selected Mathematical Optimization Methods for Solving Problems of Engineering Practice," Energies, MDPI, vol. 15(6), pages 1-22, March.
  29. Nord, Lars O. & Martelli, Emanuele & Bolland, Olav, 2014. "Weight and power optimization of steam bottoming cycle for offshore oil and gas installations," Energy, Elsevier, vol. 76(C), pages 891-898.
  30. Krese, Gorazd & Lampret, Žiga & Butala, Vincenc & Prek, Matjaž, 2018. "Determination of a Building's balance point temperature as an energy characteristic," Energy, Elsevier, vol. 165(PB), pages 1034-1049.
  31. Tavakol Aghaei, Vahid & Ağababaoğlu, Arda & Bawo, Biram & Naseradinmousavi, Peiman & Yıldırım, Sinan & Yeşilyurt, Serhat & Onat, Ahmet, 2023. "Energy optimization of wind turbines via a neural control policy based on reinforcement learning Markov chain Monte Carlo algorithm," Applied Energy, Elsevier, vol. 341(C).
  32. Javier Cano & Cesar Alfaro & Javier Gomez & Abraham Duarte, 2022. "Out of the Niche: Using Direct Search Methods to Find Multiple Global Optima," Mathematics, MDPI, vol. 10(9), pages 1-20, April.
  33. Andrzej Wędzik & Tomasz Siewierski & Michał Szypowski, 2019. "The Use of Black-Box Optimization Method for Determination of the Bus Connection Capacity in Electric Power Grid," Energies, MDPI, vol. 13(1), pages 1-21, December.
  34. Honggang Wang, 2017. "Subspace dynamic‐simplex linear interpolation search for mixed‐integer black‐box optimization problems," Naval Research Logistics (NRL), John Wiley & Sons, vol. 64(4), pages 305-322, June.
  35. Joan Davins-Valldaura & Saïd Moussaoui & Guillermo Pita-Gil & Franck Plestan, 2017. "ParEGO extensions for multi-objective optimization of expensive evaluation functions," Journal of Global Optimization, Springer, vol. 67(1), pages 79-96, January.
  36. Si, Binghui & Tian, Zhichao & Jin, Xing & Zhou, Xin & Tang, Peng & Shi, Xing, 2016. "Performance indices and evaluation of algorithms in building energy efficient design optimization," Energy, Elsevier, vol. 114(C), pages 100-112.
  37. Vikse, Matias & Watson, Harry A.J. & Kim, Donghoi & Barton, Paul I. & Gundersen, Truls, 2020. "Optimization of a dual mixed refrigerant process using a nonsmooth approach," Energy, Elsevier, vol. 196(C).
  38. Pirhooshyaran, Mohammad & Scheinberg, Katya & Snyder, Lawrence V., 2020. "Feature engineering and forecasting via derivative-free optimization and ensemble of sequence-to-sequence networks with applications in renewable energy," Energy, Elsevier, vol. 196(C).
  39. Behera, Sasmita & Sahoo, Subhrajit & Pati, B.B., 2015. "A review on optimization algorithms and application to wind energy integration to grid," Renewable and Sustainable Energy Reviews, Elsevier, vol. 48(C), pages 214-227.
  40. Binghui Si & Zhichao Tian & Wenqiang Chen & Xing Jin & Xin Zhou & Xing Shi, 2018. "Performance Assessment of Algorithms for Building Energy Optimization Problems with Different Properties," Sustainability, MDPI, vol. 11(1), pages 1-22, December.
  41. Bei, Xiaoqiang & Zhu, Xiaoyan & Coit, David W., 2019. "A risk-averse stochastic program for integrated system design and preventive maintenance planning," European Journal of Operational Research, Elsevier, vol. 276(2), pages 536-548.
  42. Kim, Donghoi & Hwang, Chulmin & Gundersen, Truls & Lim, Youngsub, 2019. "Process design and economic optimization of boil-off-gas re-liquefaction systems for LNG carriers," Energy, Elsevier, vol. 173(C), pages 1119-1129.
  43. Boukouvala, Fani & Misener, Ruth & Floudas, Christodoulos A., 2016. "Global optimization advances in Mixed-Integer Nonlinear Programming, MINLP, and Constrained Derivative-Free Optimization, CDFO," European Journal of Operational Research, Elsevier, vol. 252(3), pages 701-727.
  44. Linas Stripinis & Remigijus Paulavičius, 2023. "Novel Algorithm for Linearly Constrained Derivative Free Global Optimization of Lipschitz Functions," Mathematics, MDPI, vol. 11(13), pages 1-19, June.
  45. János D. Pintér, 2018. "How difficult is nonlinear optimization? A practical solver tuning approach, with illustrative results," Annals of Operations Research, Springer, vol. 265(1), pages 119-141, June.
  46. Pál, László & Sándor, Zsolt, 2023. "Comparing procedures for estimating random coefficient logit demand models with a special focus on obtaining global optima," International Journal of Industrial Organization, Elsevier, vol. 88(C).
  47. Qihong Feng & Kuankuan Wu & Jiyuan Zhang & Sen Wang & Xianmin Zhang & Daiyu Zhou & An Zhao, 2022. "Optimization of Well Control during Gas Flooding Using the Deep-LSTM-Based Proxy Model: A Case Study in the Baoshaceng Reservoir, Tarim, China," Energies, MDPI, vol. 15(7), pages 1-14, March.
  48. Shaymaa E. Sorour & Lamia Hassan & Amr A. Abohany & Reda M. Hussien, 2024. "An Improved Binary Crayfish Optimization Algorithm for Handling Feature Selection Task in Supervised Classification," Mathematics, MDPI, vol. 12(15), pages 1-41, July.
  49. Na, Jonggeol & Lim, Youngsub & Han, Chonghun, 2017. "A modified DIRECT algorithm for hidden constraints in an LNG process optimization," Energy, Elsevier, vol. 126(C), pages 488-500.
  50. 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.
  51. Luca Riboldi & Lars O. Nord, 2017. "Lifetime Assessment of Combined Cycles for Cogeneration of Power and Heat in Offshore Oil and Gas Installations," Energies, MDPI, vol. 10(6), pages 1-23, May.
  52. Calvert, Gareth & Neves, Luis & Andrews, John & Hamer, Matthew, 2020. "Multi-defect modelling of bridge deterioration using truncated inspection records," Reliability Engineering and System Safety, Elsevier, vol. 200(C).
  53. Laxminarayan Sahoo & Asoke Kumar Bhunia, 2021. "Optimization of plant location problem in interval domain via particle swarm optimization," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 12(6), pages 1094-1105, December.
  54. Marti, Jan & Geissbühler, Lukas & Becattini, Viola & Haselbacher, Andreas & Steinfeld, Aldo, 2018. "Constrained multi-objective optimization of thermocline packed-bed thermal-energy storage," Applied Energy, Elsevier, vol. 216(C), pages 694-708.
  55. Ahmed, Rasel & Mahadzir, Shuhaimi & Ferdush, Jannatul & Matovu, Fahad & Mota-Babiloni, Adrián & Hafyan, Rendra Hakim, 2024. "Surrogate-assisted constrained hybrid particle swarm optimization algorithm for propane pre-cooled mixed refrigerant LNG process optimization," Energy, Elsevier, vol. 305(C).
  56. Satyajith Amaran & Nikolaos V. Sahinidis & Bikram Sharda & Scott J. Bury, 2016. "Simulation optimization: a review of algorithms and applications," Annals of Operations Research, Springer, vol. 240(1), pages 351-380, May.
  57. Kvasov, Dmitri E. & Mukhametzhanov, Marat S., 2018. "Metaheuristic vs. deterministic global optimization algorithms: The univariate case," Applied Mathematics and Computation, Elsevier, vol. 318(C), pages 245-259.
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