RBFOpt: an open-source library for black-box optimization with costly function evaluations

DOI10.1007/s12532-018-0144-7zbMath1411.90005OpenAlexW2889510677WikidataQ115144375 ScholiaQ115144375MaRDI QIDQ1741116

Giacomo Nannicini, Alberto L. C. Costa

Publication date: 3 May 2019

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12532-018-0144-7

zbMATH Keywords

global optimizationradial basis functionderivative-free optimizationmixed-integer nonlinear programmingopen-source softwareblack-box optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Related Items (11)

Global optimization for mixed categorical-continuous variables based on Gaussian process models with a randomized categorical space exploration step ⋮ Derivative-free methods for mixed-integer nonsmooth constrained optimization ⋮ On the implementation of a global optimization method for mixed-variable problems ⋮ Rotorcraft low-noise trajectories design: black-box optimization using surrogates ⋮ Derivative-free mixed binary necklace optimization for cyclic-symmetry optimal design problems ⋮ An algorithmic framework based on primitive directions and nonmonotone line searches for black-box optimization problems with integer variables ⋮ Global optimization via inverse distance weighting and radial basis functions ⋮ A naive multi-scale search algorithm for global optimization problems ⋮ A method for convex black-box integer global optimization ⋮ RBFOpt ⋮ Review and comparison of algorithms and software for mixed-integer derivative-free optimization

Uses Software

• KNITRO
• SCIP
• NOMAD
• DFO
• Bonmin
• BOBYQA
• MINLP
• Ipopt
• Pyomo
• SNOBFIT
• MINLPLib
• MultiMin
• AQUARS
• MLMSRBF
• EGO
• NLopt
• MISO
• GitHub
• pySOT

Cites Work

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