Non-intrusive termination of noisy optimization
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Cites work
- A direct search algorithm for optimization with noisy function evaluations
- An efficient method for finding the minimum of a function of several variables without calculating derivatives
- Benchmarking Derivative-Free Optimization Algorithms
- Benchmarking optimization software with performance profiles.
- Detection and Remediation of Stagnation in the Nelder--Mead Algorithm Using a Sufficient Decrease Condition
- Estimating Computational Noise
- Estimating derivatives of noisy simulations
- scientific article; zbMATH DE number 1243473 (Why is no real title available?)
- scientific article; zbMATH DE number 3793774 (Why is no real title available?)
- Introduction to Derivative-Free Optimization
- Lipschitzian optimization without the Lipschitz constant
- On optimal stopping rules
- Stopping rules and backward error analysis for bound-constrained optimization
- UOBYQA: unconstrained optimization by quadratic approximation
Cited in
(6)- Optimizing termination decision for meta-heuristic search techniques that converge to a static objective-value distribution
- The impact of noise on evaluation complexity: the deterministic trust-region case
- Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods
- Improving the flexibility and robustness of model-based derivative-free optimization solvers
- Handling expensive optimization with large noise
- Optimising noisy objective functions
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