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This paper examines the influence of two major aspects on the solution quality of surrogate model algorithms for computationally expensive black-box global optimization problems, namely the surrogate model choice and the method of iteratively selecting sample points. A random sampling strategy...
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based on regular (in general nonconvex) nonlinear programs (NLP) solved by a (black-box) deterministic global NLP solver …
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We present the AQUARS (A QUAsi-multistart Response Surface) framework for finding the global minimum of a computationally expensive black-box function subject to bound constraints. In a traditional multistart approach, the local search method is blind to the trajectories of the previous local...
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Our objective in this paper is to compare the performance of the Differential Evolution (DE) and the Repulsive Particle Swarm (RPS) methods of global optimization. To this end, some relatively difficult test functions have been chosen. These functions are: Perm, Power-Sum, Bukin, Zero-Sum,...
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We propose an exact global solution method for bilevel mixed-integer optimization problems with lower-level integer variables and including nonlinear terms such as, e.g., products of upper-level and lower-level variables. Problems of this type are extremely challenging as a single-level...
Persistent link: https://www.econbiz.de/10015193954
. Optimization problems with Hammerstein–Wiener models embedded are nonconvex, and thus local optimization methods may obtain …
Persistent link: https://www.econbiz.de/10015194004