On the implementation of a global optimization method for mixed-variable problems
We describe the optimization algorithm implemented in the open-source derivative-free solver RBFOpt. The algorithm is based on the radial basis function method of Gutmann and the metric stochastic response surface method of Regis and Shoemaker. We propose several modifications aimed at generalizing...
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| Format: | Article |
| Language: | English |
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Université de Montpellier
2021-02-01
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| Series: | Open Journal of Mathematical Optimization |
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| Online Access: | https://ojmo.centre-mersenne.org/articles/10.5802/ojmo.3/ |