Developments of NEWUOA for minimization without derivatives
From MaRDI portal
Publication:3543414
DOI10.1093/imanum/drm047zbMath1154.65049OpenAlexW2041461390MaRDI QIDQ3543414
Publication date: 2 December 2008
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/drm047
unconstrained optimizationnumerical experimentsconjugate gradient methodtrust region methodNEWUOA software
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51) Packaged methods for numerical algorithms (65Y15)
Related Items
Full-low evaluation methods for derivative-free optimization, Enhancing quantum efficiency of thin-film silicon solar cells by Pareto optimality, Robust estimation of constant and time-varying parameters in nonlinear ordinary differential equation models, Efficient unconstrained black box optimization, A trust-region derivative-free algorithm for constrained optimization, Derivative-free optimization: a review of algorithms and comparison of software implementations, The t linear mixed model: model formulation, identifiability and estimation, Compositions of convex functions and fully linear models, Robust estimation of parameters in nonlinear ordinary differential equation models, Sobolev seminorm of quadratic functions with applications to derivative-free optimization, A derivative-free algorithm for linearly constrained optimization problems, A quasi-Newton trust-region method for optimization under uncertainty using stochastic simplex approximate gradients, On the construction of quadratic models for derivative-free trust-region algorithms, A subset-selection-based derivative-free optimization algorithm for dynamic operation optimization in a steel-making process, A variable projection method for the general radial basis function neural network, Global convergence of trust-region algorithms for convex constrained minimization without derivatives, Strategic reasoning in \(p\)-beauty contests, A derivative-free 𝒱𝒰-algorithm for convex finite-max problems, GPU parameter tuning for tall and skinny dense linear least squares problems, On the local convergence of a derivative-free algorithm for least-squares minimization, Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming, Limiting behavior of derivative approximation techniques as the number of points tends to infinity on a fixed interval in \(\mathbb{R}\), Black-Box Optimization: Methods and Applications, Large-scale history matching with quadratic interpolation models, Projected adaptive cubic regularization algorithm with derivative-free filter technique for box constrained optimization, Incorporating minimum Frobenius norm models in direct search, Derivative-free restrictively preconditioned conjugate gradient path method without line search technique for solving linear equality constrained optimization, On the beliefs off the path: equilibrium refinement due to quantal response and level-\(k\), On the use of polynomial models in multiobjective directional direct search, Distributed Gauss-Newton optimization method for history matching problems with multiple best matches, A sequential quadratic programming algorithm for equality-constrained optimization without derivatives, Numerical discretization-based kernel type estimation methods for ordinary differential equation models, A globally convergent trust-region algorithm for unconstrained derivative-free optimization, An active-set trust-region method for derivative-free nonlinear bound-constrained optimization, Derivative-free optimization methods, A Derivative-Free Method for Structured Optimization Problems, A derivative-free trust-funnel method for equality-constrained nonlinear optimization, On sequential and parallel non-monotone derivative-free algorithms for box constrained optimization, Recent advances in trust region algorithms
Uses Software