UOBYQA: unconstrained optimization by quadratic approximation

From MaRDI portal
Revision as of 11:03, 1 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1849505

DOI10.1007/s101070100290zbMath1014.65050OpenAlexW2163913714MaRDI QIDQ1849505

M. J. D. Powell

Publication date: 1 December 2002

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.28.1756




Related Items (80)

Optimization with hidden constraints and embedded Monte Carlo computationsComplementary Principle, Algorithm, and Complete Solutions to Phase Transitions in Solids Governed by Landau-Ginzburg EquationAsynchronous parallel hybrid optimization combining DIRECT and GSSSurvey of derivative-free optimizationA discussion on variational analysis in derivative-free optimizationA new direct search method based on separable fractional interpolation modelOn the convergence of the UOBYQA methodConstrained optimization involving expensive function evaluations: A sequential approachStochastic derivative-free optimization using a trust region frameworkEfficient unconstrained black box optimizationA derivative-free comirror algorithm for convex optimizationStochastic optimization using a trust-region method and random modelsOptimal Learning for Nonlinear Parametric Belief Models Over Multidimensional Continuous SpacesRobust optimization of noisy blackbox problems using the mesh adaptive direct search algorithmDerivative-free optimization: a review of algorithms and comparison of software implementationsA quasi-multistart framework for global optimization of expensive functions using response surface modelsASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic OptimizationAn algorithm for minimizing clustering functionsMax–min separabilityImproved strategies for radial basis function methods for global optimizationParallel radial basis function methods for the global optimization of expensive functionsCompositions of convex functions and fully linear modelsAnisotropic Diffusion in Consensus-Based Optimization on the SphereStochastic radial basis function algorithms for large-scale optimization involving expensive black-box objective and constraint functionsSobolev seminorm of quadratic functions with applications to derivative-free optimizationA derivative-free algorithm for linearly constrained optimization problemsSurrogate-based branch-and-bound algorithms for simulation-based black-box optimizationOn the construction of quadratic models for derivative-free trust-region algorithmsHermite least squares optimization: a modification of BOBYQA for optimization with limited derivative informationHyperparameter autotuning of programs with HybridTunerA derivative-free algorithm for non-linear optimization with linear equality constraintsA subset-selection-based derivative-free optimization algorithm for dynamic operation optimization in a steel-making processA derivative-free optimization algorithm combining line-search and trust-region techniquesGPU parameter tuning for tall and skinny dense linear least squares problemsA metamodel-assisted evolutionary algorithm for expensive optimizationA local search method for costly black-box problems and its application to CSP plant start-up optimization refinementConstructing composite search directions with parameters in quadratic interpolation modelsLimiting behavior of derivative approximation techniques as the number of points tends to infinity on a fixed interval in \(\mathbb{R}\)Penalty-free method for nonsmooth constrained optimization via radial basis functionsDerivative-Free Optimization of Noisy Functions via Quasi-Newton MethodsNonlinear optimization with GAMS /LGOOn the use of simplex methods in constructing quadratic modelsA Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance SamplingConjugate gradient path method without line search technique for derivative-free unconstrained optimizationBlack-Box Optimization: Methods and ApplicationsHill-Climbing Algorithm with a Stick for Unconstrained Optimization ProblemsLarge-scale history matching with quadratic interpolation modelsOptimizing partially separable functions without derivativesCanonical Duality Theory: Connections between Nonconvex Mechanics and Global OptimizationAn adaptive framework for costly black-box global optimization based on radial basis function interpolationVariable-number sample-path optimizationChildcare and commitment within householdsModel building with likelihood basis pursuitOn the use of quadratic models in unconstrained minimization without derivativesGlobal optimization by canonical dual functionAn Initialization Strategy for High-Dimensional Surrogate-Based Expensive Black-Box OptimizationConstrained global optimization of expensive black box functions using radial basis functionsCONDOR, a new parallel, constrained extension of Powell's UOBYQA algorithm: Experimental results and comparison with the DFO algorithmPiecewise partially separable functions and a derivative-free algorithm for large scale nonsmooth optimizationA study on concave optimization via canonical dual functionA derivative-free Gauss-Newton methodA globally convergent trust-region algorithm for unconstrained derivative-free optimizationUOBYQAA derivative-free algorithm for spherically constrained optimizationSMGO: a set membership approach to data-driven global optimizationDerivative-free optimization methodsPerfect duality theory and complete solutions to a class of global optimization problems*An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertaintyAn improved hybrid-ORBIT algorithm based on point sorting and MLE techniqueA new nonsmooth optimization algorithm for minimum sum-of-squares clustering problemsNumerical aspects of searching convective/absolute instability transitionA derivative-free trust-funnel method for equality-constrained nonlinear optimizationOn the existence of affine invariant descent directionsNon-intrusive termination of noisy optimizationUnnamed ItemRecent advances in trust region algorithmsCONORBIT: constrained optimization by radial basis function interpolation in trust regionsEfficient numerical methods for the optimisation of large kinetic reaction mechanismsA wedge trust region method with self-correcting geometry for derivative-free optimizationAccelerated derivative-free nonlinear least-squares applied to the estimation of Manning coefficients


Uses Software



This page was built for publication: UOBYQA: unconstrained optimization by quadratic approximation