On numerical methods for black-box constrained global optimization

Black-box global optimization problems subject to nonlinear constraints are considered in this contribution. To address these challenging problems, it is suggested to use the index scheme (introduced by R.G. Strongin for univariate constrained op-timization) with the dimensionality reduction techniq...

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Bibliographic Details
Published inAIP conference proceedings Vol. 3094; no. 1
Main Authors Kvasov, Dmitri E., Grishagin, Vladimir A.
Format Journal Article Conference Proceeding
LanguageEnglish
Published Melville American Institute of Physics 07.06.2024
Subjects
Black boxes
Constraints
Global optimization
Numerical methods
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Summary:Black-box global optimization problems subject to nonlinear constraints are considered in this contribution. To address these challenging problems, it is suggested to use the index scheme (introduced by R.G. Strongin for univariate constrained op-timization) with the dimensionality reduction techniques (as, for example, space-filling or diagonal curves). In particular, it is discussed how the index scheme can be implemented in the framework of ‘Divide-the-Best’ diagonal approach.
Bibliography:ObjectType-Conference Proceeding-1
SourceType-Conference Papers & Proceedings-1
content type line 21
ISSN:0094-243X
1551-7616
DOI:10.1063/5.0210164