A method for convex black-box integer global optimization
From MaRDI portal
Publication:2045020
DOI10.1007/s10898-020-00978-wzbMath1473.90181arXiv1903.11366OpenAlexW3134737918MaRDI QIDQ2045020
Jeffrey Larson, Prashant Palkar, Stefan M. Wild, Sven Leyffer
Publication date: 11 August 2021
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.11366
Convex programming (90C25) Integer programming (90C10) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)
Related Items
Derivative-free methods for mixed-integer nonsmooth constrained optimization, Surrogate-based branch-and-bound algorithms for simulation-based black-box optimization, Resource allocation problems with expensive function evaluations, Derivative-free optimization methods, Review and comparison of algorithms and software for mixed-integer derivative-free optimization
Uses Software
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