BFO, a trainable derivative-free Brute Force Optimizer for nonlinear bound-constrained optimization and equilibrium computations with continuous and discrete variables

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Résumé

A direct-search derivative-free Matlab optimizer for bound-constrained problems is described, whose remarkable features are its ability to handle a mix of continuous and discrete variables, a versatile interface as well as a novel self-training option. Its performance compares favourably with that of NOMAD, a state-of-the art package. It is also applicable to multilevel equilibrium or constrained-type problems. Its easy-to-use interface provides a number of user-oriented features, such as checkpointing and restart, variable scaling and early termination tools.
langueAnglais
Nombre de pages28
journalTransactions of the American Methematical Society on Mathematical Software
Volume47
Numéro1
étatPublié - 30 juin 2017

Empreinte digitale

Derivative-free
Discrete Variables
Constrained optimization
Continuous Variables
Constrained Optimization
Early Termination
Derivatives
Direct Search
Checkpointing
Restart
MATLAB
Scaling
Training

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    title = "BFO, a trainable derivative-free Brute Force Optimizer for nonlinear bound-constrained optimization and equilibrium computations with continuous and discrete variables",
    abstract = "A direct-search derivative-free Matlab optimizer for bound-constrained problems is described, whose remarkable features are its ability to handle a mix of continuous and discrete variables, a versatile interface as well as a novel self-training option. Its performance compares favourably with that of NOMAD, a state-of-the art package. It is also applicable to multilevel equilibrium or constrained-type problems. Its easy-to-use interface provides a number of user-oriented features, such as checkpointing and restart, variable scaling and early termination tools.",
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    AU - Toint,Philippe

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    KW - trainable algorithms

    KW - bound constraints

    KW - mixed integer optimization

    KW - direct-search methods

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    JO - Transactions of the American Methematical Society on Mathematical Software

    T2 - Transactions of the American Methematical Society on Mathematical Software

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