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Holmström, Kenneth
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Quttineh, N.-H., Holmström, K. & Edvall, M. (2007). Adaptive Radial Basis Algorithm (ARBF) for Expensive Black-Box Mixed-Integer Constrained Global Optimization. In: 2nd Mathematical Programming SocietyInternational Conference on Continuous Optimization ICCOPT 07 - MOPTA 07: Modelling and Optimization: Theory and Applications 2007. Paper presented at ICCOPT 07 - MOPTA 07, Ontario, Canada, 13-16 August, 2007 (pp. 30).
Öppna denna publikation i ny flik eller fönster >>Adaptive Radial Basis Algorithm (ARBF) for Expensive Black-Box Mixed-Integer Constrained Global Optimization
2007 (Engelska)Ingår i: 2nd Mathematical Programming SocietyInternational Conference on Continuous Optimization ICCOPT 07 - MOPTA 07: Modelling and Optimization: Theory and Applications 2007, 2007, s. 30-Konferensbidrag, Muntlig presentation med publicerat abstract (Refereegranskat)
Abstract [en]

Response surface methods based on kriging and radial basis function (RBF) interpolation have been successfully applied to solve expensive, i.e. com-putationally costly, global black-box nonconvex optimization problems. We describe extensions of these methods to handle linear, nonlinear and integer constraints. In particular standard RBF and new adaptive RBF (ARBF) algorithms are discussed. Test results are presented on standard test problems, both nonconvex problems with linear and nonlinear constraints, and mixed-integer nonlinear problems. Solvers in the TOMLAB Optimization Environment (http://tomopt.com/tomlab/) are compared; the three deterministic derivative-free solvers rbfSolve, ARBFMIP and EGO with three derivative-based mixed-integer nonlinear solvers, OQNLP, MINLPBB and MISQP as well as GENO implementing a stochastic genetic algorithm. Assuming that the objective function is costly to evaluate the performance of the ARBF algorithm proves to be superior.

Nationell ämneskategori
Beräkningsmatematik
Identifikatorer
urn:nbn:se:mdh:diva-3088 (URN)
Konferens
ICCOPT 07 - MOPTA 07, Ontario, Canada, 13-16 August, 2007
Tillgänglig från: 2008-03-28 Skapad: 2008-03-28 Senast uppdaterad: 2022-10-14Bibliografiskt granskad
Holmström, K. & Edvall, M. (2007). TOMLAB - Large-Scale Optimization in MATLAB, LABVIEW and .NET. In: ICCOPT II & MOPTA-07, 2nd Mathematical Programming Society International Conference on Continuous Optimization: Modelling and Optimization: Theory and Applications 2007. Paper presented at ICCOPT II & MOPTA-07, Hamilton, Canada, August 13-16, 2007 (pp. 46-47).
Öppna denna publikation i ny flik eller fönster >>TOMLAB - Large-Scale Optimization in MATLAB, LABVIEW and .NET
2007 (Engelska)Ingår i: ICCOPT II & MOPTA-07, 2nd Mathematical Programming Society International Conference on Continuous Optimization: Modelling and Optimization: Theory and Applications 2007, 2007, s. 46-47Konferensbidrag, Muntlig presentation med publicerat abstract (Refereegranskat)
Abstract [en]

The optimization environment TOMLAB, http://tomopt.com, has seen a tremendous growth during the last years. Most state-of-the-art optimization software has been hooked up, e.g. KNITRO, SNOPT and CONOPT for large-scale nonlinear programming, and CPLEX and Xpress-MP for large-scale mixed-integer programming. Unique tools for global black-box mixed-integer nonconvex problems have been developed. Originally developed for MATLAB, now TOMLAB is available for LabView as TOMVIEW and .NET as TOMNET. TOMLAB is interfaced with the modelling language AMPL and the DIFFPACK package for advanced PDE solutions. This talk gives an overview over the latest developments.

Nationell ämneskategori
Beräkningsmatematik
Identifikatorer
urn:nbn:se:mdh:diva-3083 (URN)
Konferens
ICCOPT II & MOPTA-07, Hamilton, Canada, August 13-16, 2007
Tillgänglig från: 2008-03-28 Skapad: 2008-03-28 Senast uppdaterad: 2022-10-14Bibliografiskt granskad
Quttineh, N.-H. & Holmström, K. (2006). Radial Basis Algorithms for Mixed-Integer Expensive Constrained Global Optimization. In: : . Paper presented at Second International Workshop on SURROGATE MODELLING AND SPACE MAPPING FOR ENGINEERING OPTIMIZATION SMSMEO-06, Copenhagen, Denmark, November 9-11, 2006.
Öppna denna publikation i ny flik eller fönster >>Radial Basis Algorithms for Mixed-Integer Expensive Constrained Global Optimization
2006 (Engelska)Konferensbidrag, Muntlig presentation med publicerat abstract (Refereegranskat)
Nationell ämneskategori
Beräkningsmatematik
Identifikatorer
urn:nbn:se:mdh:diva-3085 (URN)
Konferens
Second International Workshop on SURROGATE MODELLING AND SPACE MAPPING FOR ENGINEERING OPTIMIZATION SMSMEO-06, Copenhagen, Denmark, November 9-11, 2006
Tillgänglig från: 2008-03-28 Skapad: 2008-03-28 Senast uppdaterad: 2022-10-14Bibliografiskt granskad
Holmström, K. (2005). An Adaptive Radial Basis Algorithm (ARBF) for Mixed-Integer Expensive Constrained Global Optimization. In: I. Garcia; L.G. Casado; E.M.T Hendrix; B. Tóth (Ed.), Proceedings of the International Workshop on Global Optimization: . Paper presented at The International Workshop on Global Optimization, San Jose, Spain, September 18-22, 2005 (pp. 133-140). Universidad de Almería
Öppna denna publikation i ny flik eller fönster >>An Adaptive Radial Basis Algorithm (ARBF) for Mixed-Integer Expensive Constrained Global Optimization
2005 (Engelska)Ingår i: Proceedings of the International Workshop on Global Optimization / [ed] I. Garcia; L.G. Casado; E.M.T Hendrix; B. Tóth, Universidad de Almería , 2005, s. 133-140Konferensbidrag, Publicerat paper (Refereegranskat)
Abstract [en]

A mixed-integer constrained extension of the radial basis function (RBF) interpolation algorithm for computationally costly global non-convex optimization is presented. Implementation in TOM-LAB (http://tomlab.biz) solver rbfSolve is discussed. The algorithm relies on mixed-integer nonlinear (MINLP) sub solvers in TOMLAB, e.g. OQNLP, MINLPBB or the constrained DIRECT solvers (glcDirect or glcSolve). Depending on the initial experimental design, the basic RBF algorithm sometimes fails and make no progress. A new method how to detect when there is a problem is presented. We discuss the causes and present a new faster and more robust Adaptive RBF (ARBF) algorithm. Test results for unconstrained problems are discussed.

Ort, förlag, år, upplaga, sidor
Universidad de Almería, 2005
Nyckelord
Expensive, global, mixed-integer, nonconvex, optimization, software, black box
Nationell ämneskategori
Beräkningsmatematik
Identifikatorer
urn:nbn:se:mdh:diva-3143 (URN)
Konferens
The International Workshop on Global Optimization, San Jose, Spain, September 18-22, 2005
Tillgänglig från: 2008-03-28 Skapad: 2008-03-28 Senast uppdaterad: 2022-10-14Bibliografiskt granskad
Holmström, K., Edvall, M. M. & Göran, A. (2003). Tomlab - For Large-Scale Robust Optimization. In: Proceedings, Nordic MATLAB Conference 2003: . Paper presented at Nordic MATLAB Conference 2003, Copenhagen, Denmark, October 21-22, 2003.
Öppna denna publikation i ny flik eller fönster >>Tomlab - For Large-Scale Robust Optimization
2003 (Engelska)Ingår i: Proceedings, Nordic MATLAB Conference 2003, 2003Konferensbidrag, Publicerat paper (Övrigt vetenskapligt)
Nationell ämneskategori
Datorsystem
Identifikatorer
urn:nbn:se:mdh:diva-3179 (URN)
Konferens
Nordic MATLAB Conference 2003, Copenhagen, Denmark, October 21-22, 2003
Tillgänglig från: 2007-04-12 Skapad: 2007-04-12 Senast uppdaterad: 2022-10-28Bibliografiskt granskad
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