Global optimization for mixed categorical-continuous variables based on Gaussian process models with a randomized categorical space exploration step

DOI10.1080/03155986.2020.1730677OpenAlexW3011495853MaRDI QIDQ5882394

Delphine Sinoquet, Miguel Munoz Zuniga

Publication date: 15 March 2023

Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03155986.2020.1730677

zbMATH Keywords

derivative free optimizationEGOcategorical variablessurrogate modelsNOMAD

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Related Items

Derivative-free mixed binary necklace optimization for cyclic-symmetry optimal design problems ⋮ A general mathematical framework for constrained mixed-variable blackbox optimization problems with meta and categorical variables

Uses Software

• S-PLUS
• SPACE
• LBFGS-B
• DFL
• EGO
• DiceKriging
• DiceOptim
• tgp
• MEMSS
• MISO
• RBFOpt
• DFLBOX

Cites Work

• Unnamed Item
• Unnamed Item
• SO-MI: a surrogate model algorithm for computationally expensive nonlinear mixed-integer black-box global optimization problems
• Mesh adaptive direct search algorithms for mixed variable optimization
• Test examples for nonlinear programming codes
• Efficient global optimization of expensive black-box functions
• The design and analysis of computer experiments.
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• RBFOpt: an open-source library for black-box optimization with costly function evaluations
• Derivative-free methods for bound constrained mixed-integer optimization
• MISO: mixed-integer surrogate optimization framework
• Pattern Search Algorithms for Mixed Variable Programming
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Assessment of uncertainty in computer experiments from Universal to Bayesian Kriging
• A Limited Memory Algorithm for Bound Constrained Optimization
• Sliced Latin Hypercube Designs
• Benchmarking Derivative-Free Optimization Algorithms
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• A radial basis function method for global optimization

This page was built for publication: Global optimization for mixed categorical-continuous variables based on Gaussian process models with a randomized categorical space exploration step