Pages that link to "Item:Q5230522"

The following pages link to Derivative-free optimization methods (Q5230522):

Displaying 50 items.

• A discussion on variational analysis in derivative-free optimization (Q829491) (← links)
• Generating set search using simplex gradients for bound-constrained black-box optimization (Q2028453) (← links)
• On the properties of the cosine measure and the uniform angle subspace (Q2028479) (← links)
• An accelerated directional derivative method for smooth stochastic convex optimization (Q2029381) (← links)
• Inexact derivative-free optimization for bilevel learning (Q2036198) (← links)
• A derivative-free optimization approach for the autotuning of a forex trading strategy (Q2037890) (← links)
• A method for convex black-box integer global optimization (Q2045020) (← links)
• A zeroth order method for stochastic weakly convex optimization (Q2057220) (← links)
• A new one-point residual-feedback oracle for black-box learning and control (Q2063773) (← links)
• Data-driven spatial branch-and-bound algorithms for box-constrained simulation-based optimization (Q2070360) (← links)
• A derivative-free trust-region algorithm with copula-based models for probability maximization problems (Q2076911) (← links)
• Approximating the diagonal of a Hessian: which sample set of points should be used (Q2084264) (← links)
• A geometric integration approach to nonsmooth, nonconvex optimisation (Q2088134) (← links)
• Applying Bayesian optimization with Gaussian process regression to computational fluid dynamics problems (Q2136471) (← links)
• Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference (Q2137043) (← links)
• Cluster Gauss-Newton method. An algorithm for finding multiple approximate minimisers of nonlinear least squares problems with applications to parameter estimation of pharmacokinetic models (Q2138298) (← links)
• Derivative-free methods for mixed-integer nonsmooth constrained optimization (Q2141352) (← links)
• A theoretical and empirical comparison of gradient approximations in derivative-free optimization (Q2143221) (← links)
• Efficient unconstrained black box optimization (Q2146451) (← links)
• Zeroth-order algorithms for stochastic distributed nonconvex optimization (Q2151863) (← links)
• A one-bit, comparison-based gradient estimator (Q2155805) (← links)
• Iteratively sampling scheme for stochastic optimization with variable number sample path (Q2157906) (← links)
• Quantifying uncertainty with ensembles of surrogates for blackbox optimization (Q2162525) (← links)
• Improved exploitation of higher order smoothness in derivative-free optimization (Q2162687) (← links)
• Zeroth-order methods for noisy Hölder-gradient functions (Q2162695) (← links)
• An empirical study of derivative-free-optimization algorithms for targeted black-box attacks in deep neural networks (Q2168625) (← links)
• The Pontryagin maximum principle for solving Fokker-Planck optimal control problems (Q2181601) (← links)
• DEFT-FUNNEL: an open-source global optimization solver for constrained grey-box and black-box problems (Q2245001) (← links)
• A mixed finite differences scheme for gradient approximation (Q2671431) (← links)
• Zeroth-order feedback optimization for cooperative multi-agent systems (Q2682294) (← links)
• A Derivative-Free Method for Structured Optimization Problems (Q4987276) (← links)
• Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise (Q4997171) (← links)
• Recovery of a Time-Dependent Bottom Topography Function from the Shallow Water Equations via an Adjoint Approach (Q5010241) (← links)
• Derivative-Free Bayesian Inversion Using Multiscale Dynamics (Q5037770) (← links)
• Model-Based Derivative-Free Methods for Convex-Constrained Optimization (Q5043286) (← links)
• New First-Order Algorithms for Stochastic Variational Inequalities (Q5051379) (← links)
• Finite Difference Gradient Approximation: To Randomize or Not? (Q5057983) (← links)
• Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion (Q5062131) (← links)
• Sequential Learning of Active Subspaces (Q5066503) (← links)
• Exploiting Problem Structure in Derivative Free Optimization (Q5066599) (← links)
• A Stochastic Levenberg--Marquardt Method Using Random Models with Complexity Results (Q5075237) (← links)
• An Accelerated Method for Derivative-Free Smooth Stochastic Convex Optimization (Q5081777) (← links)
• Global Linear Convergence of Evolution Strategies on More than Smooth Strongly Convex Functions (Q5081786) (← links)
• Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty (Q5085157) (← links)
• Adaptive Finite-Difference Interval Estimation for Noisy Derivative-Free Optimization (Q5095497) (← links)
• Anisotropic Diffusion in Consensus-Based Optimization on the Sphere (Q5097020) (← links)
• Tuning Multigrid Methods with Robust Optimization and Local Fourier Analysis (Q5147988) (← links)
• Biobjective Simulation Optimization on Integer Lattices Using the Epsilon-Constraint Method in a Retrospective Approximation Framework (Q5148193) (← links)
• Learning Enabled Constrained Black-Box Optimization (Q5153491) (← links)
• Black-Box Optimization: Methods and Applications (Q5153493) (← links)