scientific article; zbMATH DE number 1301900

MaRDI QIDQ4247128zbMATH OpenFDO

Authors David M. Bortz, C. T. Kelley

Publication date 14 December 1999

zbMATH Keywords

implicit filtering methodsmultidirectional searchnoisy optimization problemsperformancesimplex gradient

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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(25)

• Theoretical connections between optimization algorithms based on an approximate gradient
• Nonsmooth spectral gradient methods for unconstrained optimization
• Generating set search using simplex gradients for bound-constrained black-box optimization
• Approximating the diagonal of a Hessian: which sample set of points should be used
• The calculus of simplex gradients
• Efficient calculation of regular simplex gradients
• Geometry of interpolation sets in derivative free optimization
• A class of derivative-free nonmonotone optimization algorithms employing coordinate rotations and gradient approximations
• Gradient estimation schemes for noisy functions
• Non-intrusive termination of noisy optimization
• Using simplex gradients of nonsmooth functions in direct search methods
• A derivative-free approximate gradient sampling algorithm for finite minimax problems
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• A grid algorithm for bound constrained optimization of noisy functions
• Derivative-free optimization methods
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• Calculus identities for generalized simplex gradients: rules and applications
• Full-low evaluation methods for derivative-free optimization
• Ensemble-Based Gradient Inference for Particle Methods in Optimization and Sampling
• A hybrid direct search and projected simplex gradient method for convex constrained minimization
• Online randomized interpolative decomposition with \textit{a posteriori} error estimator for temporal PDE data reduction
• Kernel sum of squares for data adapted kernel learning of dynamical systems from data: a global optimization approach
• Perspectives on locally weighted ensemble Kalman methods
• Solving nonlinear programming problems with noisy function values and noisy gradients

Describes a project that uses

Uses Software

• IMFIL

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