Comparison of several stochastic and deterministic derivative-free global optimization algorithms

DOI10.1007/978-3-030-22629-9_6zbMATH Open1443.90285OpenAlexW2951135703MaRDI QIDQ2181745

Vladislav Sovrasov

Publication date: 19 May 2020

Full work available at URL: https://doi.org/10.1007/978-3-030-22629-9_6

zbMATH Keywords

stochastic global optimizationdeterministic global optimizationblack-box optimizationderivative-free algorithmsmulti-extremal problemsalgorithms comparison

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Stochastic programming (90C15)

Related Items (3)

Adaptive global optimization based on a block-recursive dimensionality reduction scheme ⋮ Global optimization method with dual Lipschitz constant estimates for problems with non-convex constraints ⋮ Parallel global optimization algorithm with uniform convergence for solving a set of constrained global optimization problems

Uses Software

• SciPy
• NLopt

This page was built for publication: Comparison of several stochastic and deterministic derivative-free global optimization algorithms