Optimization with hidden constraints and embedded Monte Carlo computations
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Publication:2357974
DOI10.1007/s11081-015-9302-1zbMath1364.65119OpenAlexW2255442232WikidataQ57432840 ScholiaQ57432840MaRDI QIDQ2357974
Publication date: 20 June 2017
Published in: Optimization and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11081-015-9302-1
Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15)
Related Items (9)
A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization ⋮ Iteratively sampling scheme for stochastic optimization with variable number sample path ⋮ Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization ⋮ Surrogate Optimization of Computationally Expensive Black-Box Problems with Hidden Constraints ⋮ Locally weighted regression models for surrogate-assisted design optimization ⋮ A new \texttt{DIRECT-GLh} algorithm for global optimization with hidden constraints ⋮ Derivative-free optimization methods ⋮ Dynamic improvements of static surrogates in direct search optimization ⋮ Optimization of Stochastic Blackboxes with Adaptive Precision
Uses Software
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