A taxonomy of constraints in black-box simulation-based optimization

The types of constraints encountered in black-box simulation-based optimization problems differ significantly from those addressed in nonlinear programming. We introduce a characterization of constraints to address this situation. We provide formal definitions for several constraint classes and pres...

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Bibliographic Details
Published inOptimization and engineering Vol. 25; no. 2; pp. 1125 - 1143
Main Authors Le Digabel, Sébastien, Wild, Stefan M.
Format Journal Article
LanguageEnglish
Published New York Springer US 01.06.2024
Springer Nature B.V
Subjects
Black boxes
Constraints
Control
Engineering
Environmental Management
Financial Engineering
Mathematics
Mathematics and Statistics
Nonlinear programming
Operations Research/Decision Theory
Optimization
Research Article
Software development
Systems Theory
Taxonomy
Simulation-based optimization
Taxonomy of constraints
Black-box optimization
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Summary:The types of constraints encountered in black-box simulation-based optimization problems differ significantly from those addressed in nonlinear programming. We introduce a characterization of constraints to address this situation. We provide formal definitions for several constraint classes and present illustrative examples in the context of the resulting taxonomy. This taxonomy, denoted KARQ, is useful for modeling and problem formulation, as well as optimization software development and deployment. It can also be used as the basis for a dialog with practitioners in moving problems to increasingly solvable branches of optimization.
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ISSN:1389-4420
1573-2924
DOI:10.1007/s11081-023-09839-3