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

This paper addresses the solution of bound-constrained optimization problems using algorithms that require only the availability of objective function values but no derivative information. We refer to these algorithms as derivative-free algorithms. Fueled by a growing number of applications in scien...

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Vydané v:	Journal of global optimization Ročník 56; číslo 3; s. 1247 - 1293
Hlavní autori:	Rios, Luis Miguel, Sahinidis, Nikolaos V.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Boston Springer US 01.07.2013 Springer Springer Nature B.V
Predmet:	Algorithms Comparative analysis Computer Science Mathematical models Mathematical optimization Mathematics Mathematics and Statistics Operations Research/Decision Theory Optimization Optimization algorithms Real Functions Software Statistical analysis Studies Surrogate models Derivative-free algorithms Direct search methods
ISSN:	0925-5001, 1573-2916
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