Mesh adaptive direct search with second directional derivative-based Hessian update

DOI10.1007/S10589-015-9753-5zbMath1337.90063OpenAlexW2092262084MaRDI QIDQ902088

Árpád Bűrmen, Jernej Olenšek, Tadej Tuma

Publication date: 7 January 2016

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-015-9753-5

zbMATH Keywords

quadratic programmingconstrained optimizationblack-box optimizationmesh adaptive direct searchquadratic modelsHessian updatesecond directional derivative

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Quadratic programming (90C20)

Related Items (3)

Mesh adaptive direct search with simplicial Hessian update ⋮ A second-order globally convergent direct-search method and its worst-case complexity ⋮ Derivative-free optimization methods

Uses Software

• Unnamed Item
• CVXOPT
• OrthoMADS
• Python

Cites Work

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• Benchmarking Derivative-Free Optimization Algorithms
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• Frame based methods for unconstrained optimization

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