Algorithm 1007
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Publication:5132326
DOI10.1145/3374219zbMath1484.65118WikidataQ113309955 ScholiaQ113309955MaRDI QIDQ5132326
Michael W. Trosset, David R. Easterling, Layne T. Watson, Brent S. Castle, William I. Thacker, Brandon D. Amos
Publication date: 10 November 2020
Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/3374219
deterministic global optimization; quasi-Newton; stochastic search; derivative-free; response surface methodology
65K05: Numerical mathematical programming methods
90C15: Stochastic programming
90C53: Methods of quasi-Newton type
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