The effectiveness of derivative-free hybrid methods for black-box optimisation
type: Item
instance of: scholarly article
title: The effectiveness of derivative-free hybrid methods for black-box optimisation
zbMATH Open document ID: 1218.65056
DOI: 10.1504/IJMMNO.2011.039424
published in: International Journal of Mathematical Modelling and Numerical Optimisation
publication date: 2011-06-23T00:00:00Z
review text: Summary: Black-box optimisation problems are common in many applications of science and engineering. However, they are complicated in the sense that derivatives are unavailable and approximate derivatives are often unreliable. Moreover, evaluation the objective function and/or the constraints typically requires the results of a computationally expensive simulation. Derivative-free methods have emerged as invaluable for finding solutions to these problems. A wide variety of methods have been developed and each has distinct advantages and disadvantages. Therefore, we consider a hybrid approach to optimisation which allows the combining of beneficial elements of multiple methods in order to more efficiently search the design space. In this paper, we first describe four derivative-free optimisation approaches -- Asynchronous Parallel Pattern Search (APPS), implicit filtering, DIviding RECTangles (DIRECT), and a Genetic Algorithm (GA). We also describe how statistical emulation can be used as an alternative to traditional optimisation. We give the advantages and disadvantages of each approach. Then, we explain how these five approaches are used to form the hybrids APPS-TGP, DIRECT-IFFCO, DIRECT-TGP, and EAGLS which exploit the advantages and overcome the disadvantages of the underlying methods. We also include references to papers which illustrate practical examples of these methods.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C56
zbMATH DE Number: 5912009
zbMATH Keywords: black-box function
zbMATH Keywords: derivative-free optimisation
zbMATH Keywords: hybrid optimisation
zbMATH Keywords: mixed-variable, nonlinear optimisation problem
author: Genetha Anne Gray
author: K. R. Fowler
describes a project that uses: DIRECT
MaRDI profile type: Publication
full work available at URL: ijmmno.2011.039424
OpenAlex ID: W1969468605
description: scientific article; zbMATH DE number 5912009