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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. 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.
  5. 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.
  6. 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.
  7. 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.
  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 15-14, LAMETA, Universtiy of Montpellier, revised Oct 2015.
  9. 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).
  10. 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.
  11. Zhao, Jake, 2020. "Accounting for the corporate cash increase," European Economic Review, Elsevier, vol. 123(C).
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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).
  18. 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.
  19. 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).
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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).
  28. 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).
  29. 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).
  30. 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.
  31. 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.
  32. Marc Chataigner & Stéphane Crépey, 2019. "Credit Valuation Adjustment Compression by Genetic Optimization," Risks, MDPI, vol. 7(4), pages 1-21, September.
  33. 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.
  34. 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.
  35. 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.
  36. Blanka Horvath & Aitor Muguruza & Mehdi Tomas, 2019. "Deep Learning Volatility," Papers 1901.09647, arXiv.org, revised Aug 2019.
  37. 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.
  38. 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.
  39. 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.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  44. 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).
  45. 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.
  46. 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.
  47. 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.
  48. 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.
  49. 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.
  50. 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.
  51. 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).
  52. 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.
  53. 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.
  54. 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).
  55. Elmalky, Adham M. & Araji, Mohamad T., 2024. "Optimization models for photosynthetic bioenergy generation in building façades," Renewable Energy, Elsevier, vol. 228(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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