Optimization of functions whose values are subject to small errors

DOI10.1007/BF01932287MaRDI QIDQ4140303zbMATH OpenOpenAlexFDO

Authors Torkel Glad, Allen A. Goldstein

Publication date 1977

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01932287

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Cites work

• A superlinearly convergent algorithm for minimization without evaluating derivatives
• An effective algorithm for minimization
• Error analysis for the Newton-Raphson method
• Extensions of Kesten's adaptive stochastic approximation method
• Function Minimization by Interpolation in a Data Table
• scientific article; zbMATH DE number 3206520 (Why is no real title available?)
• scientific article; zbMATH DE number 3388498 (Why is no real title available?)
• Stochastic approximation algorithms for the local optimization of functions with nonunique stationary points
• Stochastic Estimation of the Maximum of a Regression Function

Cited in

(5)

• A method of trust region type for minimizing noisy functions
• Convergence of the Implicit Filtering Method for Constrained Optimization of Noisy Functions
• An affine-scaling derivative-free trust-region method for solving nonlinear systems subject to linear inequality constraints
• An inexact derivative-free Levenberg-Marquardt method for linear inequality constrained nonlinear systems under local error bound conditions
• Solving nonlinear programming problems with noisy function values and noisy gradients

Describes a project that uses

Uses Software

• BRENT

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