Optimising noisy objective functions

DOI10.1007/S10898-004-9969-XMaRDI QIDQ813361zbMATH OpenOpenAlexFDO

Authors David Bulger, H. Edwin Romeijn

Publication date 8 February 2006

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10898-004-9969-x

zbMATH Keywords

Global optimisationNoisy objective functionPure random search

Mathematics Subject Classification ID

Stochastic programming (90C15) Nonconvex programming, global optimization (90C26)

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(9)

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• Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods
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• Objective function features providing barriers to rapid global optimization
• Approximate implementations of pure random search in the presence of noise

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