A smoothing direct search method for Monte Carlo-based bound constrained composite nonsmooth optimization
From MaRDI portal
Publication:3174787
Recommendations
- A direct search quasi-Newton method for nonsmooth unconstrained optimization
- Direct search nonsmooth constrained optimization via rounded ℓ1 penalty functions
- A direct search method for smooth and nonsmooth unconstrained optimization
- Smoothing and worst-case complexity for direct-search methods in nonsmooth optimization
- Optimization with hidden constraints and embedded Monte Carlo computations
Cites work
- scientific article; zbMATH DE number 46303 (Why is no real title available?)
- scientific article; zbMATH DE number 1274356 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 1972910 (Why is no real title available?)
- scientific article; zbMATH DE number 2002582 (Why is no real title available?)
- scientific article; zbMATH DE number 1433619 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- scientific article; zbMATH DE number 3059231 (Why is no real title available?)
- A New and Efficient Algorithm for a Class of Portfolio Selection Problems
- A method for stochastic constrained optimization using derivative-free surrogate pattern search and collocation
- A progressive barrier for derivative-free nonlinear programming
- A smoothing SQP framework for a class of composite \(L_q\) minimization over polyhedron
- An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
- An Introduction to Heavy-Tailed and Subexponential Distributions
- An optimal method for stochastic composite optimization
- Analysis of Generalized Pattern Searches
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- BFO, a trainable derivative-free brute force optimizer for nonlinear bound-constrained optimization and equilibrium computations with continuous and discrete variables
- Censored regression quantiles with endogenous regressors
- Direct Search Methods on Parallel Machines
- Estimating derivatives in nonseparable models with limited dependent variables
- Estimation of nonseparable models with censored dependent variables and endogenous regressors
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Implicit filtering
- Interactions between compressed sensing random matrices and high dimensional geometry
- Introduction to Derivative-Free Optimization
- Introductory lectures on convex optimization. A basic course.
- Lectures on Stochastic Programming
- Local improvement results for Anderson acceleration with inaccurate function evaluations
- Mesh Adaptive Direct Search Algorithms for Constrained Optimization
- Newton's method for Monte Carlo-based residuals
- On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization
- On sampling rates in simulation-based recursions
- Optimization with hidden constraints and embedded Monte Carlo computations
- Pattern search ranking and selection algorithms for mixed variable simulation-based optimization
- Random gradient-free minimization of convex functions
- Rates of convergence for empirical processes of stationary mixing sequences
- Rates of uniform convergence of empirical means with mixing processes
- Smoothing and worst-case complexity for direct-search methods in nonsmooth optimization
- Smoothing methods for nonsmooth, nonconvex minimization
- Stationarity Results for Generating Set Search for Linearly Constrained Optimization
- The class of subexponential distributions
- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
- Two-stage stochastic variational inequalities: an ERM-solution procedure
Cited in
(8)- Optimization of stochastic blackboxes with adaptive precision
- A bi‐level programming framework for identifying optimal parameters in portfolio selection
- Optimization with hidden constraints and embedded Monte Carlo computations
- Derivative-free optimization methods
- Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization
- Smoothing accelerated proximal gradient method with fast convergence rate for nonsmooth convex optimization beyond differentiability
- Dynamic improvements of static surrogates in direct search optimization
- Two decades of blackbox optimization applications
This page was built for publication: A smoothing direct search method for Monte Carlo-based bound constrained composite nonsmooth optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3174787)
