Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization

DOI10.1137/090748536zbMATH Open1209.65017OpenAlexW2143447201MaRDI QIDQ3083341FDOQ3083341

Katya Scheinberg, Philippe L. Toint

Publication date: 21 March 2011

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/2353e34758691fc9052c785b1cc1abd98ecdbaa5

zbMATH Keywords

derivative-free optimizationunconstrained minimizationgeometry of the interpolation set

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical interpolation (65D05) Derivative-free methods and methods using generalized derivatives (90C56)

Cited In (33)

• Improving the Flexibility and Robustness of Model-based Derivative-free Optimization Solvers
• Survey of derivative-free optimization
• DEFT-FUNNEL: an open-source global optimization solver for constrained grey-box and black-box problems
• A surrogate management framework using rigorous trust-region steps
• Derivative-free search approaches for optimization of well inflow control valves and controls
• Exploiting Problem Structure in Derivative Free Optimization
• On the construction of quadratic models for derivative-free trust-region algorithms
• Derivative-free trust region optimization for robust well control under geological uncertainty
• Hull-volume with applications to convergence analysis
• A derivative-free trust-region algorithm for composite nonsmooth optimization
• A wedge trust region method with self-correcting geometry for derivative-free optimization
• A conjugate gradient like method for \(p\)-norm minimization in functional spaces
• A frame-based conjugate gradients direct search method with radial basis function interpolation model
• A derivative-free trust-funnel method for equality-constrained nonlinear optimization
• Use of quadratic models with mesh-adaptive direct search for constrained black box optimization
• Trust-region methods without using derivatives: worst case complexity and the nonsmooth case
• Numerical experience with a derivative-free trust-funnel method for nonlinear optimization problems with general nonlinear constraints
• A derivative-free Gauss-Newton method
• Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization
• On convergence analysis of a derivative-free trust region algorithm for constrained optimization with separable structure
• An empirical study of derivative-free-optimization algorithms for targeted black-box attacks in deep neural networks
• A trust-region derivative-free algorithm for constrained optimization
• Global convergence of trust-region algorithms for convex constrained minimization without derivatives
• Zeroth-order algorithms for stochastic distributed nonconvex optimization
• Derivative-free separable quadratic modeling and cubic regularization for unconstrained optimization
• A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling
• Recent advances in trust region algorithms
• Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming
• An Initialization Strategy for High-Dimensional Surrogate-Based Expensive Black-Box Optimization
• Derivative-free optimization methods
• The calculus of simplex gradients
• Calculus Identities for Generalized Simplex Gradients: Rules and Applications
• A sequential quadratic programming algorithm for equality-constrained optimization without derivatives

Uses Software

• NEWUOA
• CONDOR
• DFO
• WEDGE

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