RBFOpt: an open-source library for black-box optimization with costly function evaluations

Mathematical Programming Computation 2018 2015 Alberto CostaGiacomo Nannicini

We consider the problem of optimizing an unknown function given as an oracle over a mixed-integer box-constrained set. We assume that the oracle is expensive to evaluate, so that estimating partial derivatives by finite differences is impractical... (read more)

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