Heuristic methods for noisy derivative-free bound-constrained mixed-integer optimization
This paper discusses MATRS, a new matrix adaptation trust region strategy for solving noisy derivative-free mixed-integer optimization problems with simple bounds. MATRS repeatedly cycles through five phases, mutation, selection, recombination, trust-region, and mixed-integer in this order. But if in the mutation phase a new best point (point with lowest inexact function value among all evaluated … Read more