A grid algorithm for bound constrained optimization of noisy functions
From MaRDI portal
Publication:4852685
DOI10.1093/imanum/15.4.585zbMath0831.65063MaRDI QIDQ4852685
Clemens Elster, Arnold Neumaier
Publication date: 18 February 1996
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/a63e5bbfd13649e9e83ff6f7097736da63d98827
performance; algorithm; global convergence; quadratic programming; large-scale optimization; simplex method; test problems; quasi-Newton method; parallel optimization; quadratic models; optimization of noisy functions
65K05: Numerical mathematical programming methods
90C06: Large-scale problems in mathematical programming
90C20: Quadratic programming
Related Items
Unnamed Item, Derivative-free optimization methods, An affine-scaling derivative-free trust-region method for solving nonlinear systems subject to linear inequality constraints, An inexact derivative-free Levenberg-Marquardt method for linear inequality constrained nonlinear systems under local error bound conditions, Solving nonlinear programming problems with noisy function values and noisy gradients, Robust optimization - a comprehensive survey, Pattern search ranking and selection algorithms for mixed variable simulation-based optimization, Robust optimization of noisy blackbox problems using the mesh adaptive direct search algorithm, Derivative-free methods for bound constrained mixed-integer optimization, Efficient unconstrained black box optimization, An improved hybrid-ORBIT algorithm based on point sorting and MLE technique, Calibration by optimization without using derivatives, A method of trust region type for minimizing noisy functions, A novel hybrid trust region algorithm based on nonmonotone and LOOCV techniques, Direct search based on probabilistic feasible descent for bound and linearly constrained problems, Convergence of the Implicit Filtering Method for Constrained Optimization of Noisy Functions
Uses Software
