A grid algorithm for bound constrained optimization of noisy functions
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Publication:4852685
DOI10.1093/imanum/15.4.585zbMath0831.65063MaRDI QIDQ4852685
Arnold Neumaier, Clemens Elster
Publication date: 18 February 1996
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/a63e5bbfd13649e9e83ff6f7097736da63d98827
performance; algorithm; global convergence; quadratic programming; large-scale optimization; simplex method; test problems; quasi-Newton method; parallel optimization; quadratic models; optimization of noisy functions
65K05: Numerical mathematical programming methods
90C06: Large-scale problems in mathematical programming
90C20: Quadratic programming
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