On the convergence of the UOBYQA method
From MaRDI portal
Publication:1885073
DOI10.1007/BF02936156zbMath1129.90380MaRDI QIDQ1885073
Publication date: 28 October 2004
Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
Related Items
Constructing composite search directions with parameters in quadratic interpolation models, Derivative-free optimization methods
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Recent progress in unconstrained nonlinear optimization without derivatives
- UOBYQA: unconstrained optimization by quadratic approximation
- On the Lagrange functions of quadratic models that are defined by interpolation*
- Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
- Numerical Optimization
- On the Local Convergence of Pattern Search
- Function Minimization by Interpolation in a Data Table
- Wedge trust region method for derivative free optimization.