A derivative-free optimization algorithm based on conditional moments

DOI10.1016/J.JMAA.2006.08.091MaRDI QIDQ878501zbMATH OpenOpenAlexFDO

Authors Dong Liang, Xingdong Feng, Lu Ye, Xiao-Gang Wang

Publication date 26 April 2007

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10315/926

zbMATH Keywords

optimizationalgorithmnumerical experimentstrust region methodconditional momentcomparison of methodsquasi-Newton methodderivative-free

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05)

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Cited in

(3)

• An indicator for the switch from derivative-free to derivative-based optimization
• Adaptive state-dependent diffusion for derivative-free optimization
• A derivative-free trust-region algorithm with copula-based models for probability maximization problems

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Uses Software

• WEDGE

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