Solving higher dimensional expensive black box global optimization problems using sparse directional search on surrogates

We present a new algorithm Directional Optimization Search with Surrogate (DOSS), for optimizing problems with box constraints and a computationally expensive black-box objective function. DOSS is a radial basis function (RBF) based method that mainly focuses on higher dimensional and computationall...

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Bibliographic Details
Published in:	Mathematical programming computation Vol. 16; no. 4; pp. 665 - 693
Main Authors:	Liu, Limeng, Yang, Muming, Shoemaker, Christine A., Xie, Tingting
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.12.2024 Springer Nature B.V
Subjects:	Algorithms Black boxes Full Length Paper Gaussian process Global optimization Mathematics Mathematics and Statistics Mathematics of Computing Operations Research/Decision Theory Optimization Radial basis function Theory of Computation Trajectory optimization Trajectory planning 90-08 Computational methods for problems pertaining to operations research and mathematical programming 90C26 Nonconvex programming, global optimization
ISSN:	1867-2949, 1867-2957
Online Access:	Get full text
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