Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/11219
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Vicente, L. N. | - |
dc.date.accessioned | 2009-08-27T12:30:48Z | - |
dc.date.available | 2009-08-27T12:30:48Z | - |
dc.date.issued | 2008 | - |
dc.identifier.citation | Pré-Publicações DMUC. 08-48 (2008) | en_US |
dc.identifier.uri | https://hdl.handle.net/10316/11219 | - |
dc.description.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. | en_US |
dc.description.sponsorship | FCT POCI/MAT/59442/2004, PTDC/MAT/64838/2006 | en_US |
dc.language.iso | eng | en_US |
dc.publisher | Centro de Matemática da Universidade de Coimbra | en_US |
dc.rights | openAccess | eng |
dc.subject | Derivative-free optimization | en_US |
dc.subject | (dense) discrete optimization | en_US |
dc.subject | Direct search | en_US |
dc.subject | Projection | en_US |
dc.subject | Rounding | en_US |
dc.subject | Location | en_US |
dc.subject | Grids | en_US |
dc.title | Implicitly and densely discrete black-box optimization problems | en_US |
dc.type | preprint | en_US |
item.fulltext | Com Texto completo | - |
item.grantfulltext | open | - |
item.languageiso639-1 | en | - |
item.cerifentitytype | Publications | - |
item.openairetype | preprint | - |
item.openairecristype | http://purl.org/coar/resource_type/c_816b | - |
crisitem.author.orcid | 0000-0003-1097-6384 | - |
Appears in Collections: | FCTUC Matemática - Vários |
Files in This Item:
File | Description | Size | Format | |
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Implicitly and densely discrete black-box optimization problems.pdf | 202.42 kB | Adobe PDF | View/Open |
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