{"title":"用代用模型解决结构问题的无衍生约束优化方法","authors":"Frank E. Curtis, Shima Dezfulian, Andreas Wächter","doi":"10.1080/10556788.2024.2329588","DOIUrl":null,"url":null,"abstract":"We propose and analyze a model-based derivative-free (DFO) algorithm for solving bound-constrained optimization problems where the objective function is the composition of a smooth function and a v...","PeriodicalId":54673,"journal":{"name":"Optimization Methods & Software","volume":"50 1","pages":""},"PeriodicalIF":1.4000,"publicationDate":"2024-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Derivative-free bound-constrained optimization for solving structured problems with surrogate models\",\"authors\":\"Frank E. Curtis, Shima Dezfulian, Andreas Wächter\",\"doi\":\"10.1080/10556788.2024.2329588\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We propose and analyze a model-based derivative-free (DFO) algorithm for solving bound-constrained optimization problems where the objective function is the composition of a smooth function and a v...\",\"PeriodicalId\":54673,\"journal\":{\"name\":\"Optimization Methods & Software\",\"volume\":\"50 1\",\"pages\":\"\"},\"PeriodicalIF\":1.4000,\"publicationDate\":\"2024-04-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Optimization Methods & Software\",\"FirstCategoryId\":\"5\",\"ListUrlMain\":\"https://doi.org/10.1080/10556788.2024.2329588\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"COMPUTER SCIENCE, SOFTWARE ENGINEERING\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Optimization Methods & Software","FirstCategoryId":"5","ListUrlMain":"https://doi.org/10.1080/10556788.2024.2329588","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"COMPUTER SCIENCE, SOFTWARE ENGINEERING","Score":null,"Total":0}
Derivative-free bound-constrained optimization for solving structured problems with surrogate models
We propose and analyze a model-based derivative-free (DFO) algorithm for solving bound-constrained optimization problems where the objective function is the composition of a smooth function and a v...
期刊介绍:
Optimization Methods and Software
publishes refereed papers on the latest developments in the theory and realization of optimization methods, with particular emphasis on the interface between software development and algorithm design.
Topics include:
Theory, implementation and performance evaluation of algorithms and computer codes for linear, nonlinear, discrete, stochastic optimization and optimal control. This includes in particular conic, semi-definite, mixed integer, network, non-smooth, multi-objective and global optimization by deterministic or nondeterministic algorithms.
Algorithms and software for complementarity, variational inequalities and equilibrium problems, and also for solving inverse problems, systems of nonlinear equations and the numerical study of parameter dependent operators.
Various aspects of efficient and user-friendly implementations: e.g. automatic differentiation, massively parallel optimization, distributed computing, on-line algorithms, error sensitivity and validity analysis, problem scaling, stopping criteria and symbolic numeric interfaces.
Theoretical studies with clear potential for applications and successful applications of specially adapted optimization methods and software to fields like engineering, machine learning, data mining, economics, finance, biology, or medicine. These submissions should not consist solely of the straightforward use of standard optimization techniques.