Derivative-free optimization via finite difference approximation: an experimental study

DOI10.1142/S0217595925400056MaRDI QIDQ6870447zbMATH OpenFDO

Authors Du-Yi Wang, Guo Liang, Guangwu Liu, Kun Zhang

Publication date 21 January 2026

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0217595925400056

zbMATH Keywords

SPSADFOCor-CFDKW

Mathematics Subject Classification ID

Stochastic approximation (62L20) Nonlinear programming (90C30)

Cites work

• A Stochastic Approximation Method
• Convergence Rates of Finite-Difference Sensitivity Estimates for Stochastic Systems
• Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods
• Derivative-free optimization methods
• General bounds and finite-time improvement for the Kiefer-Wolfowitz stochastic approximation algorithm
• Handbook of simulation optimization
• More test examples for nonlinear programming codes
• Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
• On the numerical performance of finite-difference-based methods for derivative-free optimization
• Replication Schemes For Limiting Expectations
• Stochastic Estimation of the Maximum of a Regression Function
• Technical note -- On the convergence rate of stochastic approximation for gradient-based stochastic optimization

Cited in

(1)

• Preface. Special issue: simulation in the AI era -- advancing complex problem solving

This page was built for publication: Derivative-free optimization via finite difference approximation: an experimental study

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6870447)