Trust-region methods for the derivative-free optimization of nonsmooth black-box functions
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Publication:5203798
DOI10.1137/19M125772XzbMATH Open1427.90298OpenAlexW2993741887WikidataQ126575651 ScholiaQ126575651MaRDI QIDQ5203798FDOQ5203798
Authors: Stefano Lucidi, F. Rinaldi, Giampaolo Liuzzi, L. N. Vicente 
Publication date: 9 December 2019
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/19m125772x
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- scientific article; zbMATH DE number 2075763
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
Cites Work
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Cited In (11)
- Stochastic trust-region and direct-search methods: a weak tail bound condition and reduced sample sizing
- A discussion on variational analysis in derivative-free optimization
- A derivative-free trust-region method for biobjective optimization
- Full-low evaluation methods for derivative-free optimization
- On \(D\)-optimality based trust regions for black-box optimization problems
- A clustering heuristic to improve a derivative-free algorithm for nonsmooth optimization
- Trust-region methods without using derivatives: worst case complexity and the nonsmooth case
- \(Q\)-fully quadratic modeling and its application in a random subspace derivative-free method
- DFO-TRNS
- Manifold sampling for optimizing nonsmooth nonconvex compositions
- Conic formulation of QPCCs applied to truly sparse QPs
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