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

LM Rios, NV Sahinidis - Journal of Global Optimization, 2013 - Springer
This paper addresses the solution of bound-constrained optimization problems using
algorithms that require only the availability of objective function values but no derivative …

Experimental evaluation of heuristic optimization algorithms: A tutorial

RL Rardin, R Uzsoy - Journal of Heuristics, 2001 - Springer
Heuristic optimization algorithms seek good feasible solutions to optimization problems in
circumstances where the complexities of the problem or the limited time available for …

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 …

Swarm Intelligence: From Natural to Artificial Systems

E Bonabeau - Oxford University Press google schola, 1999 - books.google.com
Social insects--ants, bees, termites, and wasps--can be viewed as powerful problem-solving
systems with sophisticated collective intelligence. Composed of simple interacting agents …

Lipschitzian optimization without the Lipschitz constant

DR Jones, CD Perttunen, BE Stuckman - Journal of optimization Theory …, 1993 - Springer
We present a new algorithm for finding the global minimum of a multivariate function subject
to simple bounds. The algorithm is a modification of the standard Lipschitzian approach that …

[图书][B] A guide to simulation

P Bratley, BL Fox, LE Schrage - 2011 - books.google.com
Changes and additions are sprinkled throughout. Among the significant new features are:•
Markov-chain simulation (Sections 1. 3, 2. 6, 3. 6, 4. 3, 5. 4. 5, and 5. 5);• gradient estimation …

[图书][B] Global optimization in action: continuous and Lipschitz optimization: algorithms, implementations and applications

JD Pintér - 1995 - books.google.com
In science, engineering and economics, decision problems are frequently modelled by
optimizing the value of a (primary) objective function under stated feasibility constraints. In …

Global optimization by multilevel coordinate search

W Huyer, A Neumaier - Journal of Global Optimization, 1999 - Springer
Inspired by a method by Jones et al.(1993), we present a global optimization algorithm
based on multilevel coordinate search. It is guaranteed to converge if the function is …

Stochastic global optimization methods part I: Clustering methods

AHG Rinnooy Kan, GT Timmer - Mathematical programming, 1987 - Springer
In this stochastic approach to global optimization, clustering techniques are applied to
identify local minima of a real valued objective function that are potentially global. Three …

Complete search in continuous global optimization and constraint satisfaction

A Neumaier - Acta numerica, 2004 - cambridge.org
This survey covers the state of the art of techniques for solving general-purpose constrained
global optimization problems and continuous constraint satisfaction problems, with …