A batch, derivative-free algorithm for finding multiple local minima

DOI10.1007/s11081-015-9289-7zbMath1364.90363OpenAlexW2285921046MaRDI QIDQ2357976

Jeffrey Larson, Stefan M. Wild

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/s11081-015-9289-7

zbMATH Keywords

global optimizationparallel algorithmsderivative-free optimizationmultistart

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Numerical optimization and variational techniques (65K10)

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Uses Software

• DIRECT
• Algorithm 829
• VTDIRECT95
• MCS
• ORBIT

Cites Work

• Parallel deterministic and stochastic global minimization of functions with very many minima
• The GLOBAL optimization method revisited
• Design and implementation of a massively parallel version of DIRECT
• Global optimization by multilevel coordinate search
• Lipschitzian optimization without the Lipschitz constant
• GLODS: global and local optimization using direct search
• Asynchronous Parallel Pattern Search for Nonlinear Optimization
• Algorithm 897
• Parallel Space Decomposition of the Mesh Adaptive Direct Search Algorithm
• ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
• Stochastic global optimization methods part I: Clustering methods
• Stochastic global optimization methods part II: Multi level methods
• Benchmarking Derivative-Free Optimization Algorithms
• Algorithm 829
• Global optimization