Groupe d’études et de recherche en analyse des décisions


Méthodes sans dérivées


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
À paraître dans : Optimization and Engineering journal , 5 pages, 2019 référence BibTeX
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 référence BibTeX
Erratum: Mesh adaptive direct search algorithms for constrained optimization
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SIAM Journal on Optimization, 18(4), 1501–1503, 2008 référence BibTeX
Filter pattern search algorithms for mixed variable constrained optimization problems
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Pacific Journal on Optimization, 3(3), 477–500, 2007 référence BibTeX
Spent potliner treatment process optimization using a MADS algorithm
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Optimization and Engineering, 9(2), 143–160, 2007 référence BibTeX
Mesh adaptive direct search algorithms for constrained optimization
SIAM Journal on Optimization, 17(1), 188–217, 2006 référence BibTeX
Nonlinear programming by mesh adaptive direct searches
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SIAG/Optimization Views-and-News, 17(1), 2–11, 2006 référence BibTeX
Generalized pattern searches with derivative information
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Mathematical Programming, 100(1), 3–25, 2004 référence BibTeX

Chapitres de livre

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 référence BibTeX