Group for Research in Decision Analysis


Derivative-free methods


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
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
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