A pattern search and implicit filtering algorithm for solving linearly constrained minimization problems with noisy objective functions (Q5379464)
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scientific article; zbMATH DE number 7065520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A pattern search and implicit filtering algorithm for solving linearly constrained minimization problems with noisy objective functions |
scientific article; zbMATH DE number 7065520 |
Statements
A pattern search and implicit filtering algorithm for solving linearly constrained minimization problems with noisy objective functions (English)
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12 June 2019
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derivative-free optimization
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linearly constrained minimization
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noisy optimization
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global convergence
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degenerate constraints
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numerical experiments
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