A method of trust region type for minimizing noisy functions
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Cites work
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- A Simplex Method for Function Minimization
- A grid algorithm for bound constrained optimization of noisy functions
- Computing a Trust Region Step
- Function Minimization by Interpolation in a Data Table
- On the Convergence of the Multidirectional Search Algorithm
- Optimization of functions whose values are subject to small errors
- Testing Unconstrained Optimization Software
Cited in
(14)- Optimal learning with local nonlinear parametric models over continuous designs
- A trust region method for noisy unconstrained optimization
- Solving nonlinear programming problems with noisy function values and noisy gradients
- The convergence of subspace trust region methods
- One-dimensional global optimization for observations with noise
- A note on solving nonlinear optimization problems in variable precision
- Studying the basin of convergence of methods for computing periodic orbits
- Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data
- Minimization algorithms based on supervisor and searcher cooperation
- Optimal learning for nonlinear parametric belief models over multidimensional continuous spaces
- A grid algorithm for bound constrained optimization of noisy functions
- The impact of noise on evaluation complexity: the deterministic trust-region case
- Efficient unconstrained black box optimization
- Convergence of the Implicit Filtering Method for Constrained Optimization of Noisy Functions
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