A direct search method for smooth and nonsmooth unconstrained optimization

MaRDI QIDQ2796194zbMATH OpenFDO

Authors C. J. Price, M. Reale, B. L. Robertson

Publication date 23 March 2016

Published in The ANZIAM Journal (Search for Journal in Brave)

Full work available at URL http://journal.austms.org.au/ojs/index.php/ANZIAMJ/article/view/95

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

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Cited in

(19)

• The linear stochastic order and directed inference for multivariate ordered distributions
• Calibration by optimization without using derivatives
• A Hooke and Jeeves -- CARTopt hybrid method for nonsmooth optimization
• Smoothing and worst-case complexity for direct-search methods in nonsmooth optimization
• Non-smooth optimization based on resilient backpropagation search for unconstrained and simply bounded problems
• The Directed Search Method for Unconstrained Parameter Dependent Multi-objective Optimization Problems
• A smoothing direct search method for Monte Carlo-based bound constrained composite nonsmooth optimization
• A direct search method for unconstrained quantile-based simulation optimization
• A hybrid Hooke and Jeeves -- direct method for non-smooth optimization
• CARTopt: a random search method for nonsmooth unconstrained optimization
• scientific article; zbMATH DE number 653035 (Why is no real title available?)
• Frames and Grids in Unconstrained and Linearly Constrained Optimization: A Nonsmooth Approach
• A direct search quasi-Newton method for nonsmooth unconstrained optimization
• Direct search nonsmooth constrained optimization via rounded ℓ₁ penalty functions
• Trust-region methods for the derivative-free optimization of nonsmooth black-box functions
• A smooth method for solving non-smooth unconstrained optimization problems
• Some extensions to a direct optimization method
• A clustering heuristic to improve a derivative-free algorithm for nonsmooth optimization
• Stochastic zeroth order descent with structured directions

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