Substitute derivatives in unconstrained optimization: A comparison of finite difference and response surface approximations

DOI10.1016/0305-0548(88)90018-4MaRDI QIDQ1102201zbMATH OpenOpenAlexFDO

Authors Jeffrey L. Ringuest

Publication date 1988

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0305-0548(88)90018-4

zbMATH Keywords

conjugate gradient algorithmfinite difference approximationsteepest descent algorithmexperimental designsquasi-Newton algorithmaccuracy of unconstrained gradient searchfirst- order response surfacessubstitute derivatives

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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Cites work

• scientific article; zbMATH DE number 3423499 (Why is no real title available?)
• scientific article; zbMATH DE number 3825682 (Why is no real title available?)
• A Family of Variable-Metric Methods Derived by Variational Means
• A Rapidly Convergent Descent Method for Minimization
• A new approach to variable metric algorithms
• An Evaluation of Substitute Methods for Derivatives in Unconstrained Optimization
• Conditioning of Quasi-Newton Methods for Function Minimization
• Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Programming
• Function minimization by conjugate gradients
• Mathematical programming and the optimization of computer simulations
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations

Cited in

(3)

• Simulation response optimization via direct conjugate direction method
• A Modified Quasi‐Newton Method for Optimization in Simulation
• A stochastic quasi-Newton method for simulation response optimization

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