scientific article; zbMATH DE number 1795729

MaRDI QIDQ4550778zbMATH OpenFDO

Authors V. P. Plagianakos, Michael N. Vrahatis

Publication date 4 September 2002

zbMATH Keywords

unconstrained optimizationbisection methodPowell's methodnoisy functionsRosenbrock's methodimprecise problems

Mathematics Subject Classification ID

Derivative-free methods and methods using generalized derivatives (90C56)

Recommendations

• Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods
• A derivative-free algorithm for bound constrained optimization
• A derivative-free algorithm for least-squares minimization
• A nonmonotone line search method for noisy minimization
• A direct search algorithm for optimization with noisy function evaluations

Cited in

(5)

• Minimization Algorithms for Functions with Random Noise
• Minimizing noisy functionals in Hilbert space: An extension of the Kiefer-Wolfowitz procedure
• Adaptive Finite-Difference Interval Estimation for Noisy Derivative-Free Optimization
• Effective matrix adaptation strategy for noisy derivative-free optimization
• Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4550778)