Constrained optimization involving expensive function evaluations: A sequential approach

DOI10.1016/j.ejor.2003.10.009zbMath1067.90151OpenAlexW2005337722MaRDI QIDQ1887871

Ruud C. M. Brekelmans, Herbert Hamers, Lonneke Driessen, Dick den Hertog

Publication date: 22 November 2004

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/ws/files/540434/87.pdf

zbMATH Keywords

Nonlinear programmingFilterTrust regionDerivative free optimization

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (8)

Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO ⋮ Parallel radial basis function methods for the global optimization of expensive functions ⋮ A trust-region framework for constrained optimization using reduced order modeling ⋮ Resource allocation problems with expensive function evaluations ⋮ TRANSFORM-ANN for online optimization of complex industrial processes: casting process as case study ⋮ Derivative-free optimization methods ⋮ A direct search approach to optimization for nonlinear model predictive control ⋮ CONORBIT: constrained optimization by radial basis function interpolation in trust regions

Uses Software

• Matlab
• DFO
• WEDGE
• UOBYQA
• EGO
• Optimization Toolbox

Cites Work

• On \(D\)-optimality based trust regions for black-box optimization problems
• More test examples for nonlinear programming codes
• Efficient global optimization of expensive black-box functions
• Recent progress in unconstrained nonlinear optimization without derivatives
• Direct search methods: Then and now
• Optimizing color picture tubes by high-cost nonlinear programming
• UOBYQA: unconstrained optimization by quadratic approximation
• A taxonomy of global optimization methods based on response surfaces
• Least Frobenius norm updating of quadratic models that satisfy interpolation conditions
• Structural optimization and experimental design
• Trust Region Methods
• Nonlinear programming without a penalty function.
• Wedge trust region method for derivative free optimization.
• Unnamed Item

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