A Competitive Divide-and-Conquer Algorithm for Unconstrained Large-Scale Black-Box Optimization

@article{Mei2016ACD,
  title={A Competitive Divide-and-Conquer Algorithm for Unconstrained Large-Scale Black-Box Optimization},
  author={Yi Mei and Mohammad Nabi Omidvar and Xiaodong Li and Xin Yao},
  journal={ACM Trans. Math. Softw.},
  year={2016},
  volume={42},
  pages={13:1-13:24}
}
This article proposes a competitive divide-and-conquer algorithm for solving large-scale black-box optimization problems for which there are thousands of decision variables and the algebraic models of the problems are unavailable. We focus on problems that are partially additively separable, since this type of problem can be further decomposed into a number of smaller independent subproblems. The proposed algorithm addresses two important issues in solving large-scale black-box optimization: (1… CONTINUE READING
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