An adaptive strategy on the error of the objective functions for uncertainty-based derivative-free optimization

DOI10.1016/j.jcp.2016.01.004zbMath1351.90166OpenAlexW2222790932MaRDI QIDQ729502

Pietro Marco Congedo, F. Fusi

Publication date: 20 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-01251604/file/draft.pdf

zbMATH Keywords

robust optimizationadaptive error bounding boxesuncertainty-based optimization

Mathematics Subject Classification ID

Derivative-free methods and methods using generalized derivatives (90C56) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15)

Related Items (1)

Surrogate-assisted bounding-box approach for optimization problems with tunable objectives fidelity

Uses Software

• NOMAD
• XFOIL

Cites Work

• A simplex-based numerical framework for simple and efficient robust design optimization
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• Simplex Stochastic Collocation with Random Sampling and Extrapolation for Nonhypercube Probability Spaces
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• Algorithm 909
• Multiobjective Optimization Through a Series of Single-Objective Formulations
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• Evolutionary Multi-Criterion Optimization

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