Derivative-free optimization of expensive functions with computational error using weighted regression
DOI10.1137/100814688zbMATH Open1295.90106OpenAlexW2024366558MaRDI QIDQ5300516FDOQ5300516
Authors: Stephen C. Billups, Jeffrey Larson, Peter A. Graf 
Publication date: 27 June 2013
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/100814688
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Numerical mathematical programming methods (65K05) Nonsmooth analysis (49J52) Derivative-free methods and methods using generalized derivatives (90C56)
Cited In (20)
- Limiting behavior of derivative approximation techniques as the number of points tends to infinity on a fixed interval in \(\mathbb{R}\)
- Optimization by moving ridge functions: derivative-free optimization for computationally intensive functions
- A derivative-free trust-region algorithm for the optimization of functions smoothed via Gaussian convolution using adaptive multiple importance sampling
- Robust optimization of noisy blackbox problems using the mesh adaptive direct search algorithm
- Full-low evaluation methods for derivative-free optimization
- Stochastic derivative-free optimization using a trust region framework
- An adaptive strategy on the error of the objective functions for uncertainty-based derivative-free optimization
- Integration of expert knowledge into radial basis function surrogate models
- Exploiting active subspaces to quantify uncertainty in the numerical simulation of the hyshot II scramjet
- Improving the flexibility and robustness of model-based derivative-free optimization solvers
- Hermite least squares optimization: a modification of BOBYQA for optimization with limited derivative information
- A derivative-free trust-region algorithm for unconstrained optimization with controlled error
- Stochastic optimization using a trust-region method and random models
- A derivative-free optimization algorithm for the efficient minimization of functions obtained via statistical averaging
- Recent advances in trust region algorithms
- A nonmonotone line search method for noisy minimization
- Levenberg-Marquardt method based on probabilistic Jacobian models for nonlinear equations
- Approximating the diagonal of a Hessian: which sample set of points should be used
- Derivative-free optimization methods
- ASTRO-DF: a class of adaptive sampling trust-region algorithms for derivative-free stochastic optimization
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