Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO
File(s)
Accepted version
Author(s)
Boukouvala, F
Misener, R
Floudas, CA
Type
Journal Article
Abstract
This manuscript reviews recent advances in deterministic global optimization for Mixed-Integer Nonlinear Programming (MINLP), as well as Constrained Derivative-Free Optimization (CDFO). This work provides a comprehensive and detailed literature review in terms of significant theoretical contributions, algorithmic developments, software implementations and applications for both MINLP and CDFO. Both research areas have experienced rapid growth, with a common aim to solve a wide range of real-world problems. We show their individual prerequisites, formulations and applicability, but also point out possible points of interaction in problems which contain hybrid characteristics. Finally, an inclusive and complete test suite is provided for both MINLP and CDFO algorithms, which is useful for future benchmarking.
Date Issued
2015-12-18
Date Acceptance
2015-12-11
Citation
European Journal of Operational Research, 2015, 252 (3), pp.701-727
ISSN
1872-6860
Publisher
Elsevier
Start Page
701
End Page
727
Journal / Book Title
European Journal of Operational Research
Volume
252
Issue
3
Copyright Statement
Copyright © 2015 Published by Elsevier B.V. Licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International http://creativecommons.org/licenses/by-nc-nd/4.0/
Subjects
Social Sciences
Science & Technology
Technology
Management
Operations Research & Management Science
Business & Economics
MINLP
Deterministic global optimization
Derivative-free
Grey-/Black-box
Constraints
ADAPTIVE DIRECT SEARCH
BLACK-BOX OPTIMIZATION
LIQUID TRANSPORTATION FUELS
NONCONVEX QUADRATIC PROGRAMS
HEAT-EXCHANGER NETWORKS
RADIAL BASIS FUNCTIONS
OUTER-APPROXIMATION ALGORITHM
TIGHT CONVEX UNDERESTIMATORS
PEPTIDE STRUCTURE PREDICTION
SURROGATE-BASED OPTIMIZATION
Operations Research
MD Multidisciplinary
Publication Status
Published