Optimization Online


Implicitely and Densely Discrete Black-Box Optimization Problems

L. N. Vicente(lnv***at***mat.uc.pt)

Abstract: This paper addresses derivative-free optimization problems where the variables lie implicitly in an unknown discrete closed set. The evaluation of the objective function follows a projection onto the discrete set, which is assumed dense rather than sparse. Such a mathematical setting is a rough representation of what is common in many real-life applications where, despite the continuous nature of the underlying models, a number of practical issues dictate rounding of values or projection to nearby feasible figures. We discuss a definition of minimization for these implicitly discrete problems and outline a direct search algorithm framework for its solution. The main asymptotic properties of the algorithm are analyzed and numerically illustrated.

Keywords: Derivative-free optimization, (dense) discrete optimization, direct search, projection, rounding, location, grids.

Category 1: Other Topics (Other )

Category 2: Nonlinear Optimization (Other )

Category 3: Integer Programming (Other )

Citation: Preprint 08-48, Dept. Mathematics, Univ. Coimbra

Download: [PDF]

Entry Submitted: 09/26/2008
Entry Accepted: 09/29/2008
Entry Last Modified: 09/26/2008

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Programming Society