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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Bibliographic Details
Published in:	Journal of global optimization Vol. 56; no. 3; pp. 1247 - 1293
Main Authors:	Rios, Luis Miguel, Sahinidis, Nikolaos V.
Format:	Journal Article
Language:	English
Published:	Boston Springer US 01.07.2013 Springer Springer Nature B.V
Subjects:	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
Online Access:	Get full text
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