Stochastic derivative-free optimization using a trust region framework
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Publication:301671
DOI10.1007/s10589-016-9827-zzbMath1381.90098MaRDI QIDQ301671
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
90C56: Derivative-free methods and methods using generalized derivatives
62L20: Stochastic approximation
Uses Software