Derivative-free optimization methods
DOI10.1017/S0962492919000060zbMath1461.65169arXiv1904.11585WikidataQ90161505 ScholiaQ90161505MaRDI QIDQ5230522
Jeffrey Larson, Stefan M. Wild, Matt Menickelly
Publication date: 28 August 2019
Published in: Acta Numerica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.11585
complexity; minimax; algorithm; derivative free optimization; convergence; simulation; stochastic; augmented Lagrangian; SQP; local and global optimization; penalty; multi-objective; constrained; GPS; MADS; bilevel; multistart; DDS; unconstrained; composite non smooth; multi fidelity; Trust Region; under estimator; WCC
65K05: Numerical mathematical programming methods
90C56: Derivative-free methods and methods using generalized derivatives
90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming
90-08: Computational methods for problems pertaining to operations research and mathematical programming
Uses Software
