Trust-region methods for the derivative-free optimization of nonsmooth black-box functions
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Publication:5203798
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- scientific article; zbMATH DE number 2075763
Cites work
- scientific article; zbMATH DE number 3928227 (Why is no real title available?)
- A Linesearch-Based Derivative-Free Approach for Nonsmooth Constrained Optimization
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- A bundle type approach to the unconstrained minimization of convex nonsmooth functions
- A bundle-Newton method for nonsmooth unconstrained minimization
- A derivative-free approximate gradient sampling algorithm for finite minimax problems
- A derivative-free trust-region algorithm for composite nonsmooth optimization
- A new trust region method for nonsmooth nonconvex optimization
- A nonderivative version of the gradient sampling algorithm for nonsmooth nonconvex optimization
- A tilted cutting plane proximal bundle method for convex nondifferentiable optimization
- A trust region algorithm with a worst-case iteration complexity of \(\mathcal{O}(\epsilon ^{-3/2})\) for nonconvex optimization
- Algorithm 909: NOMAD: nonlinear optimization with the MADS algorithm
- Analysis of direct searches for discontinuous functions
- Benchmarking Derivative-Free Optimization Algorithms
- Complexity and global rates of trust-region methods based on probabilistic models
- Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization
- Convergence of trust-region methods based on probabilistic models
- DFN
- Discrete gradient method: Derivative-free method for nonsmooth optimization
- Generalized Bundle Methods
- Global convergence of general derivative-free trust-region algorithms to first- and second-order critical points
- Introduction to Derivative-Free Optimization
- Manifold sampling for \(\ell_1\) nonconvex optimization
- Manifold sampling for optimization of nonconvex functions that are piecewise linear compositions of smooth components
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- Methods of descent for nondifferentiable optimization
- New variants of bundle methods
- Newton's method for convex programming and Tschebyscheff approximation
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- Optimization and nonsmooth analysis
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- The Cutting-Plane Method for Solving Convex Programs
- Trust Region Methods
- Trust-region methods without using derivatives: worst case complexity and the nonsmooth case
Cited in
(11)- A discussion on variational analysis in derivative-free optimization
- Stochastic trust-region and direct-search methods: a weak tail bound condition and reduced sample sizing
- A derivative-free trust-region method for biobjective optimization
- On \(D\)-optimality based trust regions for black-box optimization problems
- Full-low evaluation methods for derivative-free optimization
- Trust-region methods without using derivatives: worst case complexity and the nonsmooth case
- A clustering heuristic to improve a derivative-free algorithm for nonsmooth optimization
- DFO-TRNS
- \(Q\)-fully quadratic modeling and its application in a random subspace derivative-free method
- Manifold sampling for optimizing nonsmooth nonconvex compositions
- Conic formulation of QPCCs applied to truly sparse QPs
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