Recursive modified pattern search on high-dimensional simplex: a blackbox optimization technique

DOI10.1007/s13571-020-00236-9zbMath1482.90166arXiv1604.08636OpenAlexW3084224546MaRDI QIDQ2061776

Priyam Das

Publication date: 21 December 2021

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.08636

zbMATH Keywords

convex optimizationconstrained optimizationsimplexpattern searchblackbox optimization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (1)

Black-box optimization on hyper-rectangle using recursive modified pattern search and application to ROC-based classification problem

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimization by Simulated Annealing
• A new polynomial-time algorithm for linear programming
• Nonsmooth optimization through mesh adaptive direct search and variable neighborhood search
• Efficient global optimization of expensive black-box functions
• Interior-point methods
• Bayesian quantile regression using random B-spline series prior
• Bayesian non-parametric simultaneous quantile regression for complete and grid data
• GLODS: global and local optimization using direct search
• Constrained derivative-free optimization on thin domains
• Derivative-free optimization: a review of algorithms and comparison of software implementations
• Algorithm 909
• On the Convergence of Pattern Search Algorithms
• Parallel Space Decomposition of the Mesh Adaptive Direct Search Algorithm
• Introduction to Derivative-Free Optimization
• `` Direct Search Solution of Numerical and Statistical Problems
• Pattern Search Methods for Linearly Constrained Minimization
• Pattern Search Algorithms for Bound Constrained Minimization
• The interior-point revolution in optimization: History, recent developments, and lasting consequences
• A Survey on Direct Search Methods for Blackbox Optimization and Their Applications
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• A practical guide to splines.

This page was built for publication: Recursive modified pattern search on high-dimensional simplex: a blackbox optimization technique