Mesh-based Nelder-Mead algorithm for inequality constrained optimization

DOI10.1007/s10589-018-0016-0zbMath1409.90181OpenAlexW2768763745WikidataQ129725948 ScholiaQ129725948MaRDI QIDQ1616932

Charles Audet, Christophe Tribes

Publication date: 7 November 2018

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-018-0016-0

zbMATH Keywords

constrained optimizationderivative-free optimizationNelder-MeadMADSblackbox optimization

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items

A discussion on variational analysis in derivative-free optimization, Binary, unrelaxable and hidden constraints in blackbox optimization, Two decades of blackbox optimization applications, A general mathematical framework for constrained mixed-variable blackbox optimization problems with meta and categorical variables, The Mesh Adaptive Direct Search Algorithm for Granular and Discrete Variables, Calibration of parameters in dynamic energy budget models using direct-search methods, A derivative-free optimization algorithm for the efficient minimization of functions obtained via statistical averaging, DMulti-MADS: mesh adaptive direct multisearch for bound-constrained blackbox multiobjective optimization, Dynamic improvements of static surrogates in direct search optimization

Uses Software

• NOMAD
• CUTEr
• SifDec
• minpack
• fminsearch
• Global Optimization Test

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