Group for Research in Decision Analysis

Publications

Derivative-free methods

Articles

Review of the book ``Derivative-Free and Blackbox Optimization'' by C. Audet and W. Hare, Springer Series in Operations Research and Financial Engineering, 2017, 302 pages, DOI 10.1007/978-3-319-68913-5
To appear in: Optimization and Engineering journal , 5 pages, 2019 BibTeX reference
A method for stochastic constrained optimization using derivative-free surrogate pattern search and collocation
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Journal of Computational Physics, 229(12), 4664–4682, 2010 BibTeX reference
Erratum: Mesh adaptive direct search algorithms for constrained optimization
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SIAM Journal on Optimization, 18(4), 1501–1503, 2008 BibTeX reference
Filter pattern search algorithms for mixed variable constrained optimization problems
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Pacific Journal on Optimization, 3(3), 477–500, 2007 BibTeX reference
Spent potliner treatment process optimization using a MADS algorithm
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Optimization and Engineering, 9(2), 143–160, 2007 BibTeX reference
Mesh adaptive direct search algorithms for constrained optimization
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SIAM Journal on Optimization, 17(1), 188–217, 2006 BibTeX reference
Nonlinear programming by mesh adaptive direct searches
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SIAG/Optimization Views-and-News, 17(1), 2–11, 2006 BibTeX reference
Generalized pattern searches with derivative information
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Mathematical Programming, 100(1), 3–25, 2004 BibTeX reference
Analysis of generalized pattern searches
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SIAM Journal on Optimization, 13(3), 889–903, 2003 BibTeX reference

Book chapters

A new multi-objective approach for the portfolio selection problem with skewness
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C.F. Lee, Advances in Quantitative Analysis of Finance and Accounting, 9, Airiti Press, Taiwan, 317–355, 2011 BibTeX reference