Improving the Flexibility and Robustness of Model-based Derivative-free Optimization Solvers
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Publication:4960952
DOI10.1145/3338517zbMath1486.65064arXiv1804.00154WikidataQ113309988 ScholiaQ113309988MaRDI QIDQ4960952
Coralia Cartis, Jan Fiala, Benjamin Marteau, Lindon Roberts
Publication date: 24 April 2020
Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.00154
stochastic optimization; performance evaluation; least-squares; mathematical software; derivative-free optimization; trust region methods
65K10: Numerical optimization and variational techniques
Uses Software