A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling (Q4641668): Difference between revisions

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scientific article; zbMATH DE number 6870143

Language	Label	Description	Also known as
English	A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling	scientific article; zbMATH DE number 6870143

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instance of

scholarly article

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title

A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling (English)

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SIAM Journal on Optimization

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publication date

18 May 2018

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zbMATH Keywords

derivative-free optimization

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adaptive multiple importance sampling

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trust-region method

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deterministic computational noise

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Gaussian smoothing

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Monte Carlo sampling

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describes a project that uses

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MaRDI publication profile

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cites work

Adaptative Monte Carlo Method, A Variance Reduction Technique

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Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization

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Convergence of Trust-Region Methods Based on Probabilistic Models

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Derivative-Free Optimization of Expensive Functions with Computational Error Using Weighted Regression

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Stochastic optimization using a trust-region method and random models

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Trust Region Methods

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Q4421356

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Geometry of interpolation sets in derivative free optimization

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Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points

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Introduction to Derivative-Free Optimization

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Adaptive Multiple Importance Sampling

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Advances and Trends in Optimization with Engineering Applications

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On the geometry phase in model-based algorithms for derivative-free optimization

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Q4433608

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`` Direct Search'' Solution of Numerical and Statistical Problems

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Probability essentials.

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Q4237537

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Implicit Filtering

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Stochastic derivative-free optimization using a trust region framework

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Wedge trust region method for derivative free optimization.

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Testing Unconstrained Optimization Software

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Benchmarking Derivative-Free Optimization Algorithms

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Estimating Computational Noise

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Estimating Derivatives of Noisy Simulations

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The effect of deterministic noise in subgradient methods

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A Simplex Method for Function Minimization

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Q5491447

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Interaction of finite-amplitude waves with vertically sheared current fields

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Safe and Effective Importance Sampling

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UOBYQA: unconstrained optimization by quadratic approximation

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Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization

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ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization

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full work available at URL

https://doi.org/10.1137/15m1031679

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Identifiers

zbMATH Open document ID

1390.90410

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DOI

10.1137/15M1031679

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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