Unified approach for solving Box-Constrained models with continuous or discrete variables by Non monotonous Derivative Free Optimization techniques.
This paper describes a unified approach for solving Box-Constrained Optimization Problems (BCOP) in Euclidian spaces. The variables may be either continuous or discrete; in which case, they range on a grid of isolated points regularly spaced. For the continuous case, convergence is shown under standard assumptions; for the discrete case, slight modifications ensure that the … Read more