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Black-box Optimization Test Problems

Welcome, Anonymous

On this page, we maintain a collection of black-box optimization problems that we routinely use to develop BAM. Some problems come from real-world applications, while others are synthetic and help test, develop, or challenge black-box optimization 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.