Stochastic derivative-free optimization using a trust region framework
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Publication:301671
DOI10.1007/S10589-016-9827-ZzbMATH Open1381.90098OpenAlexW2280955991MaRDI QIDQ301671FDOQ301671
Authors: Jeffrey Larson, Stephen C. Billups 
Publication date: 1 July 2016
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://www.osti.gov/biblio/1366470
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Cites Work
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- Estimating Computational Noise
- On sampling controlled stochastic approximation
- Derivative-free optimization of expensive functions with computational error using weighted regression
Cited In (23)
- Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty
- Stochastic Trust-Region Methods with Trust-Region Radius Depending on Probabilistic Models
- Stochastic trust-region and direct-search methods: a weak tail bound condition and reduced sample sizing
- Survey of derivative-free optimization
- Robust optimization of noisy blackbox problems using the mesh adaptive direct search algorithm
- Manifold Sampling for $\ell_1$ Nonconvex Optimization
- Newton-type methods for non-convex optimization under inexact Hessian information
- Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates
- Surrogate-Based Promising Area Search for Lipschitz Continuous Simulation Optimization
- ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization
- Convergence of Newton-MR under Inexact Hessian Information
- A stochastic trust region method for unconstrained optimization problems
- Worst case complexity bounds for linesearch-type derivative-free algorithms
- A zeroth order method for stochastic weakly convex optimization
- An empirical quantile estimation approach for chance-constrained nonlinear optimization problems
- Stochastic optimization using a trust-region method and random models
- A Stochastic Levenberg--Marquardt Method Using Random Models with Complexity Results
- Derivative-free optimization of expensive functions with computational error using weighted regression
- Expected complexity analysis of stochastic direct-search
- A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling
- Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates
- Derivative-free optimization methods
- Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization
Uses Software
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