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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| Published in | AIP conference proceedings Vol. 3094; no. 1 |
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| Main Authors | , |
| Format | Journal Article Conference Proceeding |
| Language | English |
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Melville
American Institute of Physics
07.06.2024
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| Abstract | 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. |
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| AbstractList | 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. |
| Author | Grishagin, Vladimir A. Kvasov, Dmitri E. |
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| Editor | Tsitouras, Charalambos Simos, Theodore |
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| References_xml | – year: 2021 ident: c12 publication-title: J. Comput. Appl. Math – start-page: 407 year: 1995 ident: c34 publication-title: J. Global Optim – start-page: 242 year: 1995 ident: c33 publication-title: Comput. Math. Model – start-page: 1289 year: 2002 ident: c36 publication-title: Comput. Math. Math. Phys – start-page: 251 year: 2012 ident: c22 publication-title: J. Global Optim – start-page: 47 year: 2018 ident: c19 publication-title: Numer. Algebra Contr. Optim – start-page: 2455 year: 2021 ident: c25 publication-title: Optim. Lett – year: 2018 ident: c10 publication-title: Sci. Rep – start-page: 270 year: 2018 ident: c16 publication-title: Appl. Math. Comput – start-page: 17715 year: 2020 ident: c11 publication-title: Soft Comput – start-page: 486 year: 1986 ident: c40 publication-title: Cybernetics – start-page: 193 year: 2018 ident: c46 publication-title: J. Global Optim – start-page: 11853 year: 2020 ident: c43 publication-title: Soft Comput – start-page: 2155 year: 2019 ident: c24 publication-title: Struct. Multidisc. Optim – volume: 130 start-page: 315 year: 2014 ident: c54 publication-title: Springer Proceedings in Mathematics and Statistics – start-page: 69 year: 2012 ident: c32 publication-title: Numer. Algebra Contr. Optim – start-page: 403 year: 2008 ident: c52 publication-title: 4OR – Quart. J. Oper. Res – start-page: 59 year: 2016 ident: c14 publication-title: Statistics and Its Interface – start-page: 85 year: 2007 ident: c39 publication-title: Optim. Lett – start-page: 229 year: 2006 ident: c37 publication-title: Comput. Optim. Appl – start-page: 317 year: 2001 ident: c35 publication-title: J. Global Optim – start-page: 1865 year: 2021 ident: c20 publication-title: Optim. Lett – start-page: 93 year: 2003 ident: c53 publication-title: Numer. Math – start-page: 185 year: 1997 ident: c30 publication-title: J. Global Optim – year: 2022 ident: c48 publication-title: J. Global Optim – start-page: 290 year: 2018 ident: c26 publication-title: Appl. Math. Comput – start-page: 489 year: 2003 ident: c41 publication-title: Math. Program – start-page: 1259 year: 1992 ident: c44 publication-title: Parallel Computing – start-page: 1261 year: 2022 ident: c55 publication-title: IEEE Trans. Evolut. Comput – start-page: 319 year: 2018 ident: c27 publication-title: Commun. Nonlinear Sci. Numer. Simul – start-page: 303 year: 1998 ident: c31 publication-title: Optimization – start-page: 119 year: 2002 ident: c45 publication-title: BIT – start-page: 145 year: 2000 ident: c50 publication-title: J. Optim. Theory Appl – start-page: 40 year: 2003 ident: c51 publication-title: Comput. Math. Math. Phys – year: 2021 ident: c17 publication-title: Appl. Math. Comput |
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| SubjectTerms | Black boxes Constraints Global optimization Numerical methods |
| Title | On numerical methods for black-box constrained global optimization |
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