A hybrid switching approach integrates Direct Search into model-based derivative-free optimization, with a convergence proof for single-objective cases and empirical gains on ML tasks and CUTEr benchmarks.
Multiobjective evolutionary algorithms: a comparative case study and the strength pareto approach.IEEE transactions on Evolutionary Computation, 3(4):257–271, 2002
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Enhancing Model Based Derivative Free Optimization using Direct Search
A hybrid switching approach integrates Direct Search into model-based derivative-free optimization, with a convergence proof for single-objective cases and empirical gains on ML tasks and CUTEr benchmarks.