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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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Following up on Rebennack and Kallrath (2012), in this paper, for functions depending on two variables, using refinement heuristics, we automatically construct triangulations subject to the condition that the continuous, piecewise linear approximation, under- or overestimation never deviates...
Persistent link: https://www.econbiz.de/10010748271
based on regular (in general nonconvex) nonlinear programs (NLP) solved by a (black-box) deterministic global NLP solver …
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This article describes how surrogate-assisted evolutionary computation (SAEC) has widely applied to approximate expensive optimization problems, which require much computational time such as hours for one solution evaluation. SAEC may potentially also reduce the processing time of inexpensive...
Persistent link: https://www.econbiz.de/10012047825
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...
Persistent link: https://www.econbiz.de/10010994174
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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,...
Persistent link: https://www.econbiz.de/10005835442
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