A Modification of Davidon's Minimization Method to Accept Difference Approximations of Derivatives
From MaRDI portal
Cited in
(35)- A sparse sequential quadratic programming algorithm
- Hybrid method for nonlinear least-square problems without calculating derivatives
- New combined method for unconstrained minimization
- A variable metric algorithm for unconstrained minimization without evaluation of derivatives
- Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models
- Competition and the form of habitat shift
- Numerical experiments on DFP-method, a powerful function minimization technique
- A robust conjugate-gradient algorithm which minimizes L-functions
- On the convergence of a class of derivative-free minimization algorithms
- Approximation methods for the unconstrained optimization
- Combined entropic regularization and path-following method for solving finite convex min-max problems subject to infinitely many linear constraints
- Generalized polynomial decomposable multiple attribute utility functions for ranking and rating multiple criteria discrete alternatives.
- On a two-phase approximate greatest descent method for nonlinear optimization with equality constraints
- Moment problems and low rank Toeplitz approximations
- A nonlinear programming approach for optimizing two-stage lifting vehicle ascent to orbit
- A truncated Newton optimization algorithm in meteorology applications with analytic Hessian/vector products
- A derivative-free trust-region algorithm for composite nonsmooth optimization
- A derivative-free trust-funnel method for equality-constrained nonlinear optimization
- Global convergence and the Powell singular function
- Development of predictor models
- A new approach to constrained function optimization
- Selection of acceptance sampling plans with multi - attribute defects in computer-aided quality control
- scientific article; zbMATH DE number 3812855 (Why is no real title available?)
- A fast and robust unconstrained optimization method requiring minimum storage
- A smoothing-out technique for min—max optimization
- Sobolev seminorm of quadratic functions with applications to derivative-free optimization
- Sub-optimal control of sparsely coupled systems
- A superlinearly convergent algorithm for minimization without evaluating derivatives
- Superlinearly convergent variable metric algorithms for general nonlinear programming problems
- A Quasi-Newton Method with No Derivatives
- Goal-Oriented A Posteriori Error Estimation For The Travel Time Functional In Porous Media Flows
- Search for the optima of stochastic functions†
- Recent advances in unconstrained optimization
- A derivative-free optimization algorithm combining line-search and trust-region techniques
- Derivative-free optimization with transformed objective functions and the algorithm based on the least Frobenius norm updating quadratic model
This page was built for publication: A Modification of Davidon's Minimization Method to Accept Difference Approximations of Derivatives
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5649933)
