An interior affine scaling cubic regularization algorithm for derivative-free optimization subject to bound constraints
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Publication:2357423
DOI10.1016/j.cam.2017.02.028zbMath1365.49030OpenAlexW2592281852MaRDI QIDQ2357423
Publication date: 13 June 2017
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2017.02.028
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)
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Survey of derivative-free optimization, Projected adaptive cubic regularization algorithm with derivative-free filter technique for box constrained optimization, A derivative-free algorithm for spherically constrained optimization, Generalized affine scaling algorithms for linear programming problems
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