An adaptive strategy on the error of the objective functions for uncertainty-based derivative-free optimization
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Publication:729502
DOI10.1016/j.jcp.2016.01.004zbMath1351.90166MaRDI QIDQ729502
Publication date: 20 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/hal-01251604/file/draft.pdf
90C56: Derivative-free methods and methods using generalized derivatives
65K10: Numerical optimization and variational techniques
90C15: Stochastic programming
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Cites Work
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