Escaping local minima with local derivative-free methods: a numerical investigation

DOI10.1080/02331934.2021.1883015zbMath1492.65162OpenAlexW3131312709MaRDI QIDQ5093686

Lindon Roberts, Coralia Cartis, Oliver Sheridan-Methven

Publication date: 1 August 2022

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2021.1883015

zbMATH Keywords

global optimizationderivative-free optimizationtrust region methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items

Hermite least squares optimization: a modification of BOBYQA for optimization with limited derivative information

Uses Software

• NEWUOA
• Paramils
• NOMAD
• DIRECT
• BOBYQA
• IMFIL
• SDBOX
• DFL
• SNOBFIT
• VTDIRECT95
• MultiMin
• EGO
• OrthoMADS
• Spearmint
• CEC 13
• GitHub
• pySOT
• SMAC
• DFO-GN
• GPyOpt
• DIRMIN
• TESTGO
• DFBOX_IMPR
• Hyperband

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