Combining cross-entropy and MADS methods for inequality constrained global optimization

DOI10.1007/s43069-021-00075-yzbMath1476.90250arXiv2012.10173OpenAlexW3191606165MaRDI QIDQ1981930

Charles Audet, Jean Bigeon, Romain Couderc

Publication date: 7 September 2021

Published in: SN Operations Research Forum (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.10173

zbMATH Keywords

global optimizationconstrained optimizationcross-entropyderivative-free optimizationMADSblackbox optimization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Uses Software

• NOMAD
• CUTEr
• SifDec
• CMA-ES
• minpack
• Global Optimization Test
• pymoo

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