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Title: | Implicitly and densely discrete black-box optimization problems | Authors: | Vicente, L. N. | Keywords: | Derivative-free optimization; (dense) discrete optimization; Direct search; Projection; Rounding; Location; Grids | Issue Date: | 2008 | Publisher: | Centro de Matemática da Universidade de Coimbra | Citation: | Pré-Publicações DMUC. 08-48 (2008) | 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. | URI: | https://hdl.handle.net/10316/11219 | Rights: | openAccess |
Appears in Collections: | FCTUC Matemática - Vários |
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Implicitly and densely discrete black-box optimization problems.pdf | 202.42 kB | Adobe PDF | View/Open |
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