A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization

Monte Carlo methods (65C05) Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30)

Cites Work

Implicit Filtering
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Cited In (7)

Optimization of Stochastic Blackboxes with Adaptive Precision
Smoothing accelerated proximal gradient method with fast convergence rate for nonsmooth convex optimization beyond differentiability
Two decades of blackbox optimization applications
A bi‐level programming framework for identifying optimal parameters in portfolio selection
Dynamic improvements of static surrogates in direct search optimization
Derivative-free optimization methods
Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization

Uses Software

OR-Library
IMFIL
KELLEY
BFO

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