Generating poll directions for mesh adaptive direct search with realizations of a uniformly distributed random orthogonal matrix
zbMATH Open1353.90178MaRDI QIDQ2836067FDOQ2836067
Authors: Árpád Bűrmen, Tadej Tuma
Publication date: 7 December 2016
Published in: Pacific Journal of Optimization (Search for Journal in Brave)
Full work available at URL: http://www.yokohamapublishers.jp/online2/oppjo/vol12/p809.html
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Numerical mathematical programming methods (65K05) Random matrices (algebraic aspects) (15B52) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
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