https://www.mdu.se/

mdh.sePublikasjoner
Endre søk
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
Adaptive Radial Basis Algorithm (ARBF) for Expensive Black-Box Mixed-Integer Constrained Global Optimization
Mälardalens högskola, Institutionen för matematik och fysik. (Applied Optimization and Modeling)
Mälardalens högskola, Institutionen för matematik och fysik. (Applied Optimization and Modeling)
Tomlab Software AB, Sweden.
2007 (engelsk)Inngår i: 2nd Mathematical Programming SocietyInternational Conference on Continuous Optimization ICCOPT 07 - MOPTA 07: Modelling and Optimization: Theory and Applications 2007, 2007, s. 30-Konferansepaper, Oral presentation with published abstract (Fagfellevurdert)
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.

sted, utgiver, år, opplag, sider
2007. s. 30-
HSV kategori
Identifikatorer
URN: urn:nbn:se:mdh:diva-3088OAI: oai:DiVA.org:mdh-3088DiVA, id: diva2:115752
Konferanse
ICCOPT 07 - MOPTA 07, Ontario, Canada, 13-16 August, 2007
Tilgjengelig fra: 2008-03-28 Laget: 2008-03-28 Sist oppdatert: 2022-10-14bibliografisk kontrollert

Open Access i DiVA

Fulltekst mangler i DiVA

Person

Holmström, Kenneth

Søk i DiVA

Av forfatter/redaktør
Holmström, Kenneth
Av organisasjonen

Søk utenfor DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric

urn-nbn
Totalt: 118 treff
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf