Geometry of interpolation sets in derivative free optimization
DOI10.1007/S10107-006-0073-5zbMATH Open1163.90022DBLPjournals/mp/ConnSV08OpenAlexW2052143039WikidataQ58040580 ScholiaQ58040580MaRDI QIDQ2467163FDOQ2467163
Katya Scheinberg, Andrew R. Conn, L. N. Vicente
Publication date: 21 January 2008
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-006-0073-5
Recommendations
- Geometry of sample sets in derivative-free optimization: polynomial regression and underdetermined interpolation
- Introduction to Derivative-Free Optimization
- On the geometry phase in model-based algorithms for derivative-free optimization
- Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization
- Survey of trust-region derivative free optimization methods
Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
Cites Work
- Recent progress in unconstrained nonlinear optimization without derivatives
- Wedge trust region method for derivative free optimization.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Trust Region Methods
- On the Convergence of Pattern Search Algorithms
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Analysis of Generalized Pattern Searches
- General Lagrange and Hermite interpolation in \(R^n\) with applications to finite element methods
- Title not available (Why is that?)
- Frames and Grids in Unconstrained and Linearly Constrained Optimization: A Nonsmooth Approach
- Pattern Search Methods for User-Provided Points: Application to Molecular Geometry Problems
- On trust region methods for unconstrained minimization without derivatives
- Title not available (Why is that?)
- On Multivariate Lagrange Interpolation
- Trust-region algorithms for derivative-free optimization and nonlinear bilevel programming. (Thesis)
- On the Lagrange functions of quadratic models that are defined by interpolation*
Cited In (63)
- Derivative-free search approaches for optimization of well inflow control valves and controls
- Optimization by moving ridge functions: derivative-free optimization for computationally intensive functions
- Full-low evaluation methods for derivative-free optimization
- \(Q\)-fully quadratic modeling and its application in a random subspace derivative-free method
- Hermite least squares optimization: a modification of BOBYQA for optimization with limited derivative information
- A hybrid direct search and projected simplex gradient method for convex constrained minimization
- Derivative-free bound-constrained optimization for solving structured problems with surrogate models
- Derivative-free separable quadratic modeling and cubic regularization for unconstrained optimization
- A trust-region framework for derivative-free mixed-integer optimization
- Gradient and diagonal Hessian approximations using quadratic interpolation models and aligned regular bases
- A trust-region-based derivative free algorithm for mixed integer programming
- On the implementation of a global optimization method for mixed-variable problems
- Survey of derivative-free optimization
- A subclass of generating set search with convergence to second-order stationary points
- A derivative-free comirror algorithm for convex optimization
- Limiting behavior of derivative approximation techniques as the number of points tends to infinity on a fixed interval in \(\mathbb{R}\)
- An active-set trust-region method for derivative-free nonlinear bound-constrained optimization
- Performance of a coordinate search ANN training algorithm
- Bilevel derivative-free optimization and its application to robust optimization
- A derivative-free exact penalty algorithm: basic ideas, convergence theory and computational studies
- A mixed finite differences scheme for gradient approximation
- Exploiting Problem Structure in Derivative Free Optimization
- Penalty-free method for nonsmooth constrained optimization via radial basis functions
- A Derivative-Free Method for Structured Optimization Problems
- Compositions of convex functions and fully linear models
- On the construction of quadratic models for derivative-free trust-region algorithms
- Optimal Learning for Nonlinear Parametric Belief Models Over Multidimensional Continuous Spaces
- Scalable subspace methods for derivative-free nonlinear least-squares optimization
- Derivative-free trust region optimization for robust well control under geological uncertainty
- Optimal Learning with Local Nonlinear Parametric Models over Continuous Designs
- Performance of derivative free search ANN training algorithm with time series and classification problems
- On the geometry phase in model-based algorithms for derivative-free optimization
- Trust-region methods without using derivatives: worst case complexity and the nonsmooth case
- ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization
- Ensemble-Based Gradient Inference for Particle Methods in Optimization and Sampling
- Constrained multifidelity optimization using model calibration
- A derivative-free Gauss-Newton method
- On the local convergence of a derivative-free algorithm for least-squares minimization
- Model-Based Derivative-Free Methods for Convex-Constrained Optimization
- A class of derivative-free nonmonotone optimization algorithms employing coordinate rotations and gradient approximations
- CONORBIT: constrained optimization by radial basis function interpolation in trust regions
- A trust-region derivative-free algorithm for constrained optimization
- A theoretical and empirical comparison of gradient approximations in derivative-free optimization
- Global convergence of trust-region algorithms for convex constrained minimization without derivatives
- A derivative-free algorithm for spherically constrained optimization
- A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling
- Limiting behaviour of the generalized simplex gradient as the number of points tends to infinity on a fixed shape in \(\mathrm{IR}^n\)
- Recent advances in trust region algorithms
- Conjugate gradient path method without line search technique for derivative-free unconstrained optimization
- Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming
- On the numerical performance of finite-difference-based methods for derivative-free optimization
- On the complexity of optimization over the standard simplex
- Derivative-free optimization via proximal point methods
- An affine-scaling derivative-free trust-region method for solving nonlinear systems subject to linear inequality constraints
- A derivative-free affine scaling trust region methods based on probabilistic models with new nonmonotone line search technique for linear inequality constrained minimization without strict complementarity
- Black-Box Optimization: Methods and Applications
- An Initialization Strategy for High-Dimensional Surrogate-Based Expensive Black-Box Optimization
- Levenberg-Marquardt method based on probabilistic Jacobian models for nonlinear equations
- An inexact derivative-free Levenberg-Marquardt method for linear inequality constrained nonlinear systems under local error bound conditions
- Derivative-free optimization methods
- The calculus of simplex gradients
- Calculus Identities for Generalized Simplex Gradients: Rules and Applications
- A sequential quadratic programming algorithm for equality-constrained optimization without derivatives
Uses Software
This page was built for publication: Geometry of interpolation sets in derivative free optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2467163)