A Direct Search Algorithm for Optimization with Noisy Function Evaluations
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Publication:2706357
DOI10.1137/S1052623496312848zbMath1035.90106MaRDI QIDQ2706357
Michael C. Ferris, Edward J. Anderson
Publication date: 19 March 2001
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Derivative-free methods and methods using generalized derivatives (90C56) Optimality conditions for problems involving randomness (49K45)
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