Direct search based on probabilistic feasible descent for bound and linearly constrained problems
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Publication:2419520
DOI10.1007/S10589-019-00062-4zbMath1420.90083OpenAlexW2914779286WikidataQ128547599 ScholiaQ128547599MaRDI QIDQ2419520
C. W. Royer, Serge Gratton, Luis Nunes Vicente, Zaikun Zhang
Publication date: 13 June 2019
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10316/89442
bound constraintslinear constraintsderivative-free optimizationworst-case complexitydirect-search methodsfeasible descentprobabilistic feasible descent
Related Items (10)
Model-Based Derivative-Free Methods for Convex-Constrained Optimization ⋮ Optimal 3D printing of complex objects in a \(5\)-axis printer ⋮ Scalable subspace methods for derivative-free nonlinear least-squares optimization ⋮ Direct Search Based on Probabilistic Descent in Reduced Spaces ⋮ Applying the pattern search implicit filtering algorithm for solving a noisy problem of parameter identification ⋮ Global optimization using random embeddings ⋮ Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates ⋮ Convergence of derivative-free nonmonotone direct search methods for unconstrained and box-constrained mixed-integer optimization ⋮ Derivative-free optimization methods ⋮ A Derivative-Free Method for Structured Optimization Problems
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