Applying the pattern search implicit filtering algorithm for solving a noisy problem of parameter identification

DOI10.1007/s10589-020-00182-2zbMath1446.90147OpenAlexW3006882917MaRDI QIDQ2191793

D. G. Ferreira, Sandra Augusta Santos, Maria A. Diniz-Ehrhardt

Publication date: 26 June 2020

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-020-00182-2

zbMATH Keywords

global convergencepattern searchderivative-free optimizationnoisy optimizationimplicit filteringlinearly constrained minimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Numerical methods based on nonlinear programming (49M37)

Related Items

Preface of the special issue dedicated to the XII Brazilian workshop on continuous optimization

Uses Software

• Matlab
• IMFIL
• KELLEY
• DFL
• ode23
• ode45
• Ode15s
• ode113
• ode23s
• MATLAB ODE suite
• DFN

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A derivative-free nonmonotone line-search technique for unconstrained optimization
• Test examples for nonlinear programming codes
• Objective-derivative-free methods for constrained optimization
• Direct search based on probabilistic feasible descent for bound and linearly constrained problems
• A Linesearch-Based Derivative-Free Approach for Nonsmooth Constrained Optimization
• The MATLAB ODE Suite
• Implicit Filtering
• Using Sampling and Simplex Derivatives in Pattern Search Methods
• Using simplex gradients of nonsmooth functions in direct search methods
• Implementing Generating Set Search Methods for Linearly Constrained Minimization
• Introduction to Derivative-Free Optimization
• Pattern Search Methods for Linearly Constrained Minimization
• Derivative-Free and Blackbox Optimization
• An Implicit Filtering Algorithm for Optimization of Functions with Many Local Minima
• Benchmarking Derivative-Free Optimization Algorithms
• A Progressive Barrier for Derivative-Free Nonlinear Programming
• A pattern search and implicit filtering algorithm for solving linearly constrained minimization problems with noisy objective functions
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• Benchmarking optimization software with performance profiles.