Derivative-free optimization methods
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Publication:5230522
DOI10.1017/S0962492919000060zbMath1461.65169DBLPjournals/actanum/LarsonMW19arXiv1904.11585OpenAlexW3102143361WikidataQ90161505 ScholiaQ90161505MaRDI QIDQ5230522
Jeffrey Larson, Stefan M. Wild, Matt Menickelly
Publication date: 28 August 2019
Published in: Acta Numerica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.11585
complexityminimaxalgorithmderivative free optimizationconvergencesimulationstochasticaugmented LagrangianSQPlocal and global optimizationpenaltymulti-objectiveconstrainedGPSMADSbilevelmultistartDDSunconstrainedcomposite non smoothmulti fidelityTrust Regionunder estimatorWCC
Numerical mathematical programming methods (65K05) Derivative-free methods and methods using generalized derivatives (90C56) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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Uses Software
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