Global optimization advances in Mixed-Integer Nonlinear Programming, MINLP, and Constrained Derivative-Free Optimization, CDFO

•We review the recent advances in global optimization for Mixed Integer Nonlinear Programming, MINLP.•We review the recent advances in global optimization for Constrained Derivative-Free optimization, CDFO.•We present theoretical contributions, software implementations and applications for both MINL...

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Vydáno v:European journal of operational research Ročník 252; číslo 3; s. 701 - 727
Hlavní autoři: Boukouvala, Fani, Misener, Ruth, Floudas, Christodoulos A.
Médium: Journal Article
Jazyk:angličtina
Vydáno: Amsterdam Elsevier B.V 01.08.2016
Elsevier Sequoia S.A
Témata:
ISSN:0377-2217, 1872-6860
On-line přístup:Získat plný text
Tagy: Přidat tag
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Abstract •We review the recent advances in global optimization for Mixed Integer Nonlinear Programming, MINLP.•We review the recent advances in global optimization for Constrained Derivative-Free optimization, CDFO.•We present theoretical contributions, software implementations and applications for both MINLP and CDFO.•We discuss possible interactions between the two areas of MINLP and CDFO.•We present a complete test suite for MINLP and CDFO algorithms. This manuscript reviews recent advances in deterministic global optimization for Mixed-Integer Nonlinear Programming (MINLP), as well as Constrained Derivative-Free Optimization (CDFO). This work provides a comprehensive and detailed literature review in terms of significant theoretical contributions, algorithmic developments, software implementations and applications for both MINLP and CDFO. Both research areas have experienced rapid growth, with a common aim to solve a wide range of real-world problems. We show their individual prerequisites, formulations and applicability, but also point out possible points of interaction in problems which contain hybrid characteristics. Finally, an inclusive and complete test suite is provided for both MINLP and CDFO algorithms, which is useful for future benchmarking.
AbstractList This manuscript reviews recent advances in deterministic global optimization for Mixed-Integer Nonlinear Programming (MINLP), as well as Constrained Derivative-Free Optimization (CDFO). This work provides a comprehensive and detailed literature review in terms of significant theoretical contributions, algorithmic developments, software implementations and applications for both MINLP and CDFO. Both research areas have experienced rapid growth, with a common aim to solve a wide range of real-world problems. We show their individual prerequisites, formulations and applicability, but also point out possible points of interaction in problems which contain hybrid characteristics. Finally, an inclusive and complete test suite is provided for both MINLP and CDFO algorithms, which is useful for future benchmarking.
•We review the recent advances in global optimization for Mixed Integer Nonlinear Programming, MINLP.•We review the recent advances in global optimization for Constrained Derivative-Free optimization, CDFO.•We present theoretical contributions, software implementations and applications for both MINLP and CDFO.•We discuss possible interactions between the two areas of MINLP and CDFO.•We present a complete test suite for MINLP and CDFO algorithms. This manuscript reviews recent advances in deterministic global optimization for Mixed-Integer Nonlinear Programming (MINLP), as well as Constrained Derivative-Free Optimization (CDFO). This work provides a comprehensive and detailed literature review in terms of significant theoretical contributions, algorithmic developments, software implementations and applications for both MINLP and CDFO. Both research areas have experienced rapid growth, with a common aim to solve a wide range of real-world problems. We show their individual prerequisites, formulations and applicability, but also point out possible points of interaction in problems which contain hybrid characteristics. Finally, an inclusive and complete test suite is provided for both MINLP and CDFO algorithms, which is useful for future benchmarking.
Author Floudas, Christodoulos A.
Misener, Ruth
Boukouvala, Fani
Author_xml – sequence: 1
  givenname: Fani
  surname: Boukouvala
  fullname: Boukouvala, Fani
  organization: Texas A & M Energy Institute, Texas A & M University, 302 Williams Administration Building, College Station, TX 77843-1372, USA
– sequence: 2
  givenname: Ruth
  surname: Misener
  fullname: Misener, Ruth
  organization: Department of Computing,Imperial College London, South Kensington SW7 2AZ, UK
– sequence: 3
  givenname: Christodoulos A.
  surname: Floudas
  fullname: Floudas, Christodoulos A.
  email: floudas@princeton.edu, floudas@titan.princeton.edu, floudas@tamu.edu
  organization: Texas A & M Energy Institute, Texas A & M University, 302 Williams Administration Building, College Station, TX 77843-1372, USA
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Snippet •We review the recent advances in global optimization for Mixed Integer Nonlinear Programming, MINLP.•We review the recent advances in global optimization for...
This manuscript reviews recent advances in deterministic global optimization for Mixed-Integer Nonlinear Programming (MINLP), as well as Constrained...
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SubjectTerms Algorithms
Applications programs
Benchmarking
Benchmarks
Computer programs
Constraints
Derivative-free
Deterministic global optimization
Grey-/Black-box
Integer programming
Literature reviews
Mathematical problems
MINLP
Nonlinear programming
Optimization
Optimization algorithms
Software packages
Studies
Title Global optimization advances in Mixed-Integer Nonlinear Programming, MINLP, and Constrained Derivative-Free Optimization, CDFO
URI https://dx.doi.org/10.1016/j.ejor.2015.12.018
https://www.proquest.com/docview/1777966315
https://www.proquest.com/docview/1816048170
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