Survey of multifidelity methods in uncertainty propagation, inference, and optimization

B Peherstorfer, K Willcox, M Gunzburger - Siam Review, 2018 - SIAM
In many situations across computational science and engineering, multiple computational
models are available that describe a system of interest. These different models have varying …

Derivative-free optimization: a review of algorithms and comparison of software implementations

LM Rios, NV Sahinidis - Journal of Global Optimization, 2013 - Springer
This paper addresses the solution of bound-constrained optimization problems using
algorithms that require only the availability of objective function values but no derivative …

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 …

[HTML][HTML] Dynamic traffic assignment: A review of the methodological advances for environmentally sustainable road transportation applications

Y Wang, WY Szeto, K Han, TL Friesz - Transportation Research Part B …, 2018 - Elsevier
The fact that road transportation negatively affects the quality of the environment and
deteriorates its bearing capacity has drawn a wide range of concerns among researchers. In …

[Књига][B] Introduction to derivative-free optimization

For many years all three of us have been interested in, and have tried to make contributions
to, derivative-free optimization. Our motivation for writing this book resulted from various …

Recent advances in trust region algorithms

Y Yuan - Mathematical Programming, 2015 - Springer
Trust region methods are a class of numerical methods for optimization. Unlike line search
type methods where a line search is carried out in each iteration, trust region methods …

Newton-type methods for non-convex optimization under inexact Hessian information

P Xu, F Roosta, MW Mahoney - Mathematical Programming, 2020 - Springer
We consider variants of trust-region and adaptive cubic regularization methods for non-
convex optimization, in which the Hessian matrix is approximated. Under certain condition …

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 …

Benchmarking derivative-free optimization algorithms

JJ Moré, SM Wild - SIAM Journal on Optimization, 2009 - SIAM
We propose data profiles as a tool for analyzing the performance of derivative-free
optimization solvers when there are constraints on the computational budget. We use …

Zo-adamm: Zeroth-order adaptive momentum method for black-box optimization

X Chen, S Liu, K Xu, X Li, X Lin… - Advances in neural …, 2019 - proceedings.neurips.cc
The adaptive momentum method (AdaMM), which uses past gradients to update descent
directions and learning rates simultaneously, has become one of the most popular first-order …