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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Cited In (33)
- Stochastic trust-region and direct-search methods: a weak tail bound condition and reduced sample sizing
- A stochastic Levenberg-Marquardt method using random models with complexity results
- Survey of derivative-free optimization
- Adaptive state-dependent diffusion for derivative-free optimization
- Stochastic trust-region algorithm in random subspaces with convergence and expected complexity analyses
- A derivative-free trust-region algorithm for the optimization of functions smoothed via Gaussian convolution using adaptive multiple importance sampling
- Robust optimization of noisy blackbox problems using the mesh adaptive direct search algorithm
- Derivative-free trust region optimization for robust well control under geological uncertainty
- First- and second-order high probability complexity bounds for trust-region methods with noisy oracles
- Newton-type methods for non-convex optimization under inexact Hessian information
- Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates
- Coupled learning enabled stochastic programming with endogenous uncertainty
- Stochastic trust-region methods with trust-region radius depending on probabilistic models
- Expected decrease for derivative-free algorithms using random subspaces
- A stochastic trust region method for unconstrained optimization problems
- Worst case complexity bounds for linesearch-type derivative-free algorithms
- Manifold sampling for \(\ell_1\) nonconvex optimization
- A zeroth order method for stochastic weakly convex optimization
- An empirical quantile estimation approach for chance-constrained nonlinear optimization problems
- A theoretical and empirical comparison of gradient approximations in derivative-free optimization
- Stochastic optimization using a trust-region method and random models
- A derivative-free optimization algorithm for the efficient minimization of functions obtained via statistical averaging
- Truncated Cauchy random perturbations for smoothed functional-based stochastic optimization
- Derivative-free optimization of expensive functions with computational error using weighted regression
- Expected complexity analysis of stochastic direct-search
- Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates
- Surrogate-based promising area search for Lipschitz continuous simulation optimization
- Trust-region algorithms: probabilistic complexity and intrinsic noise with applications to subsampling techniques
- Convergence of Newton-MR under inexact Hessian information
- Optimization based on non-commutative maps
- Derivative-free optimization methods
- ASTRO-DF: a class of adaptive sampling trust-region algorithms for derivative-free stochastic optimization
- Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization
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