SO-I: a surrogate model algorithm for expensive nonlinear integer programming problems including global optimization applications

This paper presents the surrogate model based algorithm SO-I for solving purely integer optimization problems that have computationally expensive black-box objective functions and that may have computationally expensive constraints. The algorithm was developed for solving global optimization problem...

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Bibliographic Details
Published in:	Journal of global optimization Vol. 59; no. 4; pp. 865 - 889
Main Authors:	Müller, Juliane, Shoemaker, Christine A., Piché, Robert
Format:	Journal Article
Language:	English
Published:	Boston Springer US 01.08.2014 Springer Springer Nature B.V
Subjects:	Algorithms Applied mathematics Computation Computer Science Engineering Environmental engineering Genetic algorithms Hydroelectric power Integer programming Inventory control Mathematical analysis Mathematical models Mathematics Mathematics and Statistics Maximization Mutation Nonlinear programming Operations Research/Decision Theory Optimization Production planning Real Functions Searching Studies Radial basis functions Global optimization Surrogate model Multimodal Integer optimization Response surface Computationally expensive Nonconvex Derivative-free Linear and nonlinear
ISSN:	0925-5001, 1573-2916
Online Access:	Get full text
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