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Black-box Optimization Test Problems

Welcome, Anonymous

In this page, we maintain a collection of black-box optimization models routinely used in the context of developing BAM. Some of these problems originate from applications, while others are synthetic and have been designed to test, develop, or challenge black-box solvers:


Sources:

  1. Rios, L. M. and N. V. Sahinidis, Derivative-free optimization: A review of algorithms and comparison of software implementations, Journal of Global Optimization, 56, 1247-1293, 2013.
  2. Ploskas, N. and N. V. Sahinidis, Review and comparison of algorithms and software for mixed-integer derivative-free optimization, Journal of Global Optimization, 82, 433-462, 2022.