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Surrogate-based methods for black-box optimization

delete2016-04-20
delete115
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OA
AI
K
Ky Vu *
C
Claudia D’Ambrosio
Y
Youssef Hamadi
L
Leo Liberti
DOI:10.1111/itor.12292delete
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Abstract

Abstract

En 中文
In this paper, we survey methods that are currently used in black-box optimization, that is, the kind of problems whose objective functions are very expensive to evaluate and no analytical or derivative information is available. We concentrate on a particular family of methods, in which surrogate (or meta) models are iteratively constructed and used to search for global solutions.
Keywords:
simulation optimization
black-box functions
heuristics
optimal control
nonlinear programming

Journal

International Transactions in Operational Research cover
International Transactions in Operational Research
IF:
2.9
Papers:
1.8K
Citations:
3.7K

Organization

C
centre national de la recherche scientifique (cnrs)
Scholars:
24.5W
Papers: 18.2W
Citations: 279