Direction-set updates for derivative-free optimization

MaRDI QIDQ3397672zbMATH OpenFDO

Authors

Publication date 22 September 2009

zbMATH Keywords

derivative-free optimizationquasi-Newton methodconjugate directionsupdating formulasdirection-set updatesminimum norm corrections

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical linear algebra (65F99) Methods of quasi-Newton type (90C53) Newton-type methods (49M15) Derivative-free methods and methods using generalized derivatives (90C56)

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