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

• Published in: Optimization and engineering Vol. 25; no. 2; pp. 1125 - 1143
• Main Authors: Le Digabel, Sébastien, Wild, Stefan M.
• Format: Journal Article
• Language: English
• 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

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...