On the construction of quadratic models for derivative-free trust-region algorithms
From MaRDI portal
Publication:1688943
DOI10.1007/s13675-017-0081-7zbMath1386.90181OpenAlexW2586125302MaRDI QIDQ1688943
Elizabeth W. Karas, Lucas G. Pedroso, Adriano Verdério, Katya Scheinberg
Publication date: 12 January 2018
Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13675-017-0081-7
Numerical mathematical programming methods (65K05) Derivative-free methods and methods using generalized derivatives (90C56) Numerical methods based on nonlinear programming (49M37)
Related Items
A discussion on variational analysis in derivative-free optimization, Quantifying uncertainty with ensembles of surrogates for blackbox optimization, A derivative-free algorithm for non-linear optimization with linear equality constraints, Limiting behaviour of the generalized simplex gradient as the number of points tends to infinity on a fixed shape in \(\mathrm{IR}^n\), Derivative-free optimization methods, A derivative-free trust-region algorithm with copula-based models for probability maximization problems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A derivative-free algorithm for linearly constrained optimization problems
- On fast trust region methods for quadratic models with linear constraints
- A globally convergent trust-region algorithm for unconstrained derivative-free optimization
- Global convergence of trust-region algorithms for convex constrained minimization without derivatives
- UOBYQA: unconstrained optimization by quadratic approximation
- Evaluating bound-constrained minimization software
- On the convergence of trust region algorithms for unconstrained minimization without derivatives
- A derivative-free trust-region algorithm for composite nonsmooth optimization
- Geometry of interpolation sets in derivative free optimization
- Trust-Region Methods Without Using Derivatives: Worst Case Complexity and the NonSmooth Case
- Inexact Restoration Method for Derivative-Free Optimization with Smooth Constraints
- Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming
- Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization
- An active-set trust-region method for derivative-free nonlinear bound-constrained optimization
- A trust-region derivative-free algorithm for constrained optimization
- Developments of NEWUOA for minimization without derivatives
- Geometry of sample sets in derivative-free optimization: polynomial regression and underdetermined interpolation
- Introduction to Derivative-Free Optimization
- Testing Unconstrained Optimization Software
- Trust Region Methods
- Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points
- Benchmarking optimization software with performance profiles.