Black-Box solvers in combinatorial optimization

Abstract

Black box optimizers have a long tradition in the field of operations research. These procedures treat the objective function evaluation as a black box and therefore do not take advantage of its specific structure. Black-box optimization refers to the process in which there is a complete separation between the evaluation of the objective function -and perhaps other functions used to enforce constraints- and the solution procedure. The challenge of optimizing black boxes is to develop methods that can produce outcomes of reasonable quality without taking advantage of problem structure and employing a computational effort that is adequate for the context.