Derivative-free optimization methods

J Larson, M Menickelly, SM Wild - Acta Numerica, 2019 - cambridge.org
In many optimization problems arising from scientific, engineering and artificial intelligence
applications, objective and constraint functions are available only as the output of a black …

Target capacity based resource optimization for multiple target tracking in radar network

J Yan, J Dai, W Pu, H Liu… - IEEE Transactions on …, 2021 - ieeexplore.ieee.org
In this paper, a target capacity based resource optimization (TC-RO) scheme is developed
for multiple target tracking (MTT) application in radar networks. The key idea of this scheme …

PDFO: a cross-platform package for Powell's derivative-free optimization solvers

TM Ragonneau, Z Zhang - Mathematical Programming Computation, 2024 - Springer
Abstract The late Professor MJD Powell devised five trust-region methods for derivative-free
optimization, namely COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. He carefully …

Scalable subspace methods for derivative-free nonlinear least-squares optimization

C Cartis, L Roberts - Mathematical Programming, 2023 - Springer
We introduce a general framework for large-scale model-based derivative-free optimization
based on iterative minimization within random subspaces. We present a probabilistic worst …

Direct search based on probabilistic descent in reduced spaces

L Roberts, CW Royer - SIAM Journal on Optimization, 2023 - SIAM
Derivative-free algorithms seek the minimum value of a given objective function without
using any derivative information. The performance of these methods often worsens as the …

Constrained remeshing using evolutionary vertex optimization

WX Zhang, Q Wang, JP Guo, S Chai… - Computer Graphics …, 2022 - Wiley Online Library
We propose a simple yet effective method to perform surface remeshing with hard
constraints, such as bounding approximation errors and ensuring Delaunay conditions. The …

Model-based derivative-free optimization methods and software

TM Ragonneau - arXiv preprint arXiv:2210.12018, 2022 - arxiv.org
This thesis studies derivative-free optimization (DFO), particularly model-based methods
and software. These methods are motivated by optimization problems for which it is …

Least Norm Updating Quadratic Interpolation Model Function for Derivative-free Trust-region Algorithms

P Xie, Y Yuan - arXiv preprint arXiv:2302.12017, 2023 - arxiv.org
Derivative-free optimization methods are numerical methods for optimization problems in
which no derivative information is used. Such optimization problems are widely seen in …

Model-based derivative-free methods for convex-constrained optimization

M Hough, L Roberts - SIAM Journal on Optimization, 2022 - SIAM
We present a model-based derivative-free method for optimization subject to general convex
constraints, which we assume are unrelaxable and accessed only through a projection …

Global optimization using random embeddings

C Cartis, E Massart, A Otemissov - Mathematical Programming, 2023 - Springer
We propose a random-subspace algorithmic framework for global optimization of Lipschitz-
continuous objectives, and analyse its convergence using novel tools from conic integral …