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Branch-and-Model: a derivative-free global optimization algorithm
This paper presents a novel derivative-free global optimization algorithm Branch-and-Model (BAM). The BAM algorithm partitions the search domain dynamically, builds surrogate models around carefully selected eval...
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Article
Decomposition in derivative-free optimization
This paper proposes a novel decomposition framework for derivative-free optimization (DFO) algorithms. Our framework significantly extends the scope of current DFO solvers to larger-scale problems. We show tha...