Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO

F Boukouvala, R Misener, CA Floudas - European Journal of Operational …, 2016 - Elsevier
This manuscript reviews recent advances in deterministic global optimization for Mixed-
Integer Nonlinear Programming (MINLP), as well as Constrained Derivative-Free …

Derivative-free optimization methods

J Larson, M Menickelly, SM Wild - Acta Numerica, 2019 - cambridge.org
In many optimization problems arising from scientific, engineering and artificial intelligence
applications, objective and constraint functions are available only as the output of a black …

Model-based derivative-free methods for convex-constrained optimization

M Hough, L Roberts - SIAM Journal on Optimization, 2022 - SIAM
We present a model-based derivative-free method for optimization subject to general convex
constraints, which we assume are unrelaxable and accessed only through a projection …

[HTML][HTML] Trust-region-based methods for nonlinear programming: Recent advances and perspectives

SA Santos - Pesquisa Operacional, 2014 - SciELO Brasil
The aim of this text is to highlight recent advances of trust-region-based methods for
nonlinear programming and to put them into perspective. An algorithmic framework provides …

A trust-region derivative-free algorithm for constrained optimization

PD Conejo, EW Karas, LG Pedroso - Optimization Methods and …, 2015 - Taylor & Francis
We propose a trust-region algorithm for constrained optimization problems in which the
derivatives of the objective function are not available. In each iteration, the objective function …

A derivative-free trust-region algorithm for composite nonsmooth optimization

GN Grapiglia, J Yuan, Y Yuan - Computational and Applied Mathematics, 2016 - Springer
The derivative-free trust-region algorithm proposed by Conn et al.(SIAM J Optim 20: 387–
415, 2009) is adapted to the problem of minimizing a composite function\varPhi (x)= f (x)+ h …

Black-box Optimization Algorithms for Regularized Least-squares Problems

Y Liu, KH Lam, L Roberts - arxiv preprint arxiv:2407.14915, 2024 - arxiv.org
We consider the problem of optimizing the sum of a smooth, nonconvex function for which
derivatives are unavailable, and a convex, nonsmooth function with easy-to-evaluate …

A feasible method for constrained derivative-free optimization

MQ Xuan, J Nocedal - arxiv preprint arxiv:2402.11920, 2024 - arxiv.org
This paper explores a method for solving constrained optimization problems when the
derivatives of the objective function are unavailable, while the derivatives of the constraints …

Data-driven optimization algorithms

B Beykal, EN Pistikopoulos - Artificial Intelligence in Manufacturing, 2024 - Elsevier
Data-driven optimization has been an emerging field of sciences, engineering, and applied
mathematics since the early 1960s. The increasing computation power, the ability to collect …

On the construction of quadratic models for derivative-free trust-region algorithms

A Verdério, EW Karas, LG Pedroso… - EURO Journal on …, 2017 - Springer
We consider derivative-free trust-region algorithms based on sampling approaches for
convex constrained problems and discuss two conditions on the quadratic models for …