A direct search algorithm for optimization with noisy function evaluations
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Publication:2706357
DOI10.1137/S1052623496312848zbMATH Open1035.90106MaRDI QIDQ2706357FDOQ2706357
Authors: Michael C. Ferris, Edward J. Anderson 
Publication date: 19 March 2001
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
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Cited In (29)
- Optimization of Stochastic Blackboxes with Adaptive Precision
- Algorithms for noisy problems in gas transmission pipeline optimization
- Simulation optimization: a review of algorithms and applications
- Optimal Learning for Nonlinear Parametric Belief Models Over Multidimensional Continuous Spaces
- Oblivious Randomized Direct Search for Real-Parameter Optimization
- Numerical simulation of polynomial-speed convergence phenomenon
- Robust optimization - a comprehensive survey
- Calibration by optimization without using derivatives
- Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates
- Non-intrusive termination of noisy optimization
- Handling expensive optimization with large noise
- Stochastic zeroth order descent with structured directions
- Calibration of financial models using quasi-Monte Carlo
- Optimization with hidden constraints and embedded Monte Carlo computations
- Pattern search ranking and selection algorithms for mixed variable simulation-based optimization
- A grid algorithm for bound constrained optimization of noisy functions
- Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates
- Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization
- Title not available (Why is that?)
- The impact of noise on evaluation complexity: the deterministic trust-region case
- Almost surely convergent global optimziation algorithm using noise-corrupted observations
- Gradient estimation schemes for noisy functions
- Lower bounds for randomized direct search with isotropic sampling
- Title not available (Why is that?)
- Approximate implementations of pure random search in the presence of noise
- Optimising noisy objective functions
- Convergence of the Implicit Filtering Method for Constrained Optimization of Noisy Functions
- A generating set search method using curvature information
- Constrained Optimization in the Presence of Noise
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