UOBYQA: unconstrained optimization by quadratic approximation
From MaRDI portal
Publication:1849505
DOI10.1007/s101070100290zbMath1014.65050OpenAlexW2163913714MaRDI QIDQ1849505
Publication date: 1 December 2002
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.28.1756
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
Related Items
Optimization with hidden constraints and embedded Monte Carlo computations, Complementary Principle, Algorithm, and Complete Solutions to Phase Transitions in Solids Governed by Landau-Ginzburg Equation, Asynchronous parallel hybrid optimization combining DIRECT and GSS, Survey of derivative-free optimization, A discussion on variational analysis in derivative-free optimization, A new direct search method based on separable fractional interpolation model, On the convergence of the UOBYQA method, Constrained optimization involving expensive function evaluations: A sequential approach, Stochastic derivative-free optimization using a trust region framework, Efficient unconstrained black box optimization, A derivative-free comirror algorithm for convex optimization, Stochastic optimization using a trust-region method and random models, Optimal Learning for Nonlinear Parametric Belief Models Over Multidimensional Continuous Spaces, Robust optimization of noisy blackbox problems using the mesh adaptive direct search algorithm, Derivative-free optimization: a review of algorithms and comparison of software implementations, A quasi-multistart framework for global optimization of expensive functions using response surface models, ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization, An algorithm for minimizing clustering functions, Max–min separability, Improved strategies for radial basis function methods for global optimization, Parallel radial basis function methods for the global optimization of expensive functions, Compositions of convex functions and fully linear models, Anisotropic Diffusion in Consensus-Based Optimization on the Sphere, Stochastic radial basis function algorithms for large-scale optimization involving expensive black-box objective and constraint functions, Sobolev seminorm of quadratic functions with applications to derivative-free optimization, A derivative-free algorithm for linearly constrained optimization problems, Surrogate-based branch-and-bound algorithms for simulation-based black-box optimization, On the construction of quadratic models for derivative-free trust-region algorithms, Hermite least squares optimization: a modification of BOBYQA for optimization with limited derivative information, Hyperparameter autotuning of programs with HybridTuner, A derivative-free algorithm for non-linear optimization with linear equality constraints, A subset-selection-based derivative-free optimization algorithm for dynamic operation optimization in a steel-making process, A derivative-free optimization algorithm combining line-search and trust-region techniques, GPU parameter tuning for tall and skinny dense linear least squares problems, A metamodel-assisted evolutionary algorithm for expensive optimization, A local search method for costly black-box problems and its application to CSP plant start-up optimization refinement, Constructing composite search directions with parameters in quadratic interpolation models, Limiting behavior of derivative approximation techniques as the number of points tends to infinity on a fixed interval in \(\mathbb{R}\), Penalty-free method for nonsmooth constrained optimization via radial basis functions, Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods, Nonlinear optimization with GAMS /LGO, On the use of simplex methods in constructing quadratic models, A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling, Conjugate gradient path method without line search technique for derivative-free unconstrained optimization, Black-Box Optimization: Methods and Applications, Hill-Climbing Algorithm with a Stick for Unconstrained Optimization Problems, Large-scale history matching with quadratic interpolation models, Optimizing partially separable functions without derivatives, Canonical Duality Theory: Connections between Nonconvex Mechanics and Global Optimization, An adaptive framework for costly black-box global optimization based on radial basis function interpolation, Variable-number sample-path optimization, Childcare and commitment within households, Model building with likelihood basis pursuit, On the use of quadratic models in unconstrained minimization without derivatives, Global optimization by canonical dual function, An Initialization Strategy for High-Dimensional Surrogate-Based Expensive Black-Box Optimization, Constrained global optimization of expensive black box functions using radial basis functions, CONDOR, a new parallel, constrained extension of Powell's UOBYQA algorithm: Experimental results and comparison with the DFO algorithm, Piecewise partially separable functions and a derivative-free algorithm for large scale nonsmooth optimization, A study on concave optimization via canonical dual function, A derivative-free Gauss-Newton method, A globally convergent trust-region algorithm for unconstrained derivative-free optimization, UOBYQA, A derivative-free algorithm for spherically constrained optimization, SMGO: a set membership approach to data-driven global optimization, Derivative-free optimization methods, Perfect duality theory and complete solutions to a class of global optimization problems*, An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty, An improved hybrid-ORBIT algorithm based on point sorting and MLE technique, A new nonsmooth optimization algorithm for minimum sum-of-squares clustering problems, Numerical aspects of searching convective/absolute instability transition, A derivative-free trust-funnel method for equality-constrained nonlinear optimization, On the existence of affine invariant descent directions, Non-intrusive termination of noisy optimization, Unnamed Item, Recent advances in trust region algorithms, CONORBIT: constrained optimization by radial basis function interpolation in trust regions, Efficient numerical methods for the optimisation of large kinetic reaction mechanisms, A wedge trust region method with self-correcting geometry for derivative-free optimization, Accelerated derivative-free nonlinear least-squares applied to the estimation of Manning coefficients
Uses Software