Comparison and Automated Selection of Local Optimization Solvers for Interval Global Optimization Methods.
Mihály Csaba MarkótHermann SchichlPublished in: SIAM J. Optim. (2011)
Keyphrases
- optimization methods
- stochastic methods
- optimization method
- optimization problems
- optimization approaches
- simulated annealing
- unconstrained optimization
- global convergence
- trust region
- continuous optimization
- particle swarm
- direct optimization
- quasi newton
- efficient optimization
- portfolio optimization
- evolution strategy
- optimization algorithm
- derivative free
- inverse problems
- metaheuristic
- optimization strategies
- convex relaxation
- sat solvers
- evolutionary algorithm