On the Global Convergence of Derivative-Free Methods for Unconstrained Optimization
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Publication:4785871
DOI10.1137/S1052623497330392zbMATH Open1027.90112MaRDI QIDQ4785871FDOQ4785871
Authors: Stefano Lucidi, Marco Sciandrone
Publication date: 5 January 2003
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
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Numerical optimization and variational techniques (65K10) Derivative-free methods and methods using generalized derivatives (90C56)
Cited In (51)
- Extended global convergence framework for unconstrained optimization
- Gradient-only approaches to avoid spurious local minima in unconstrained optimization
- A parameter-free unconstrained reformulation for nonsmooth problems with convex constraints
- A local search method for costly black-box problems and its application to CSP plant start-up optimization refinement
- Stochastic trust-region and direct-search methods: a weak tail bound condition and reduced sample sizing
- Survey of derivative-free optimization
- Derivative free methodologies for circuit worst case analysis
- A subclass of generating set search with convergence to second-order stationary points
- On sequential and parallel non-monotone derivative-free algorithms for box constrained optimization
- A decomposition algorithm for unconstrained optimization problems with partial derivative information
- On the convergence of global methods in multiextremal optimization
- Random derivative-free algorithm for solving unconstrained or bound constrained continuously differentiable non-linear problems
- Exploiting derivative-free local searches in DIRECT-type algorithms for global optimization
- Adaptive state-dependent diffusion for derivative-free optimization
- A derivative-free algorithm for unconstrained optimization
- A derivative-free nonmonotone line-search technique for unconstrained optimization
- Title not available (Why is that?)
- Exploiting Problem Structure in Derivative Free Optimization
- Global convergence and stabilization of unconstrained minimization methods without derivatives
- A non-monotone pattern search approach for systems of nonlinear equations
- A Derivative-Free Method for Structured Optimization Problems
- Non-monotone derivative-free algorithm for solving optimization models with linear constraints: extensions for solving nonlinearly constrained models via exact penalty methods
- On the convergence of grid-based methods for unconstrained optimization
- An alternative globalization strategy for unconstrained optimization
- Generalized pattern searches with derivative information
- Sprouting search—an algorithmic framework for asynchronous parallel unconstrained optimization
- Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
- Global convergence of general derivative-free trust-region algorithms to first- and second-order critical points
- Derivative-free methods for mixed-integer nonsmooth constrained optimization
- Unconstrained derivative-free optimization by successive approximation
- A globally convergent trust-region algorithm for unconstrained derivative-free optimization
- Nonmonotone derivative-free methods for nonlinear equations
- Note on global convergence of ODE methods for unconstrained optimization
- Adapting derivative free optimization methods to engineering models with discrete variables
- Title not available (Why is that?)
- Numerical nonlinear observers using pseudo-Newton-type solvers
- Worst case complexity bounds for linesearch-type derivative-free algorithms
- A class of derivative-free nonmonotone optimization algorithms employing coordinate rotations and gradient approximations
- Globally convergent Jacobian-free nonlinear equation solvers based on non-monotone norm descent conditions and a modified line search technique
- Dynamic scaling in the mesh adaptive direct search algorithm for blackbox optimization
- Retraction-based direct search methods for derivative free Riemannian optimization
- Recent progress in unconstrained nonlinear optimization without derivatives
- Introduction to Derivative-Free Optimization
- New global optimization methods for ship design problems
- Unit commitment in oligopolistic markets by nonlinear mixed variable programming
- New Sequential and Parallel Derivative-Free Algorithms for Unconstrained Minimization
- THB-splines multi-patch parameterization for multiply-connected planar domains via template segmentation
- Derivative-free optimization methods
- GLODS: global and local optimization using direct search
- Derivative-free optimization: a review of algorithms and comparison of software implementations
- A generating set search method using curvature information
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