Mesh adaptive direct search with simplicial Hessian update

DOI10.1007/s10589-019-00133-6zbMath1427.90297MaRDI QIDQ2282812

Árpád Bűrmen, Iztok Fajfar

Publication date: 19 December 2019

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

Full work available at URL: https://doi.org/10.1007/s10589-019-00133-6

zbMATH Keywords

random matrices; uniform distribution; derivative-free optimization; Hessian update

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

90C56: Derivative-free methods and methods using generalized derivatives

15B52: Random matrices (algebraic aspects)

Uses Software

• NOMAD
• CVXOPT
• OrthoMADS
• Python