Derivative-Free Optimization of Expensive Functions with Computational Error Using Weighted Regression
From MaRDI portal
Publication:5300516
DOI10.1137/100814688zbMath1295.90106OpenAlexW2024366558MaRDI QIDQ5300516
Stephen C. Billups, Peter A. Graf, Jeffrey Larson
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
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (16)
Integration of expert knowledge into radial basis function surrogate models ⋮ Full-low evaluation methods for derivative-free optimization ⋮ Stochastic derivative-free optimization using a trust region framework ⋮ Exploiting active subspaces to quantify uncertainty in the numerical simulation of the hyshot II scramjet ⋮ Stochastic optimization using a trust-region method and random models ⋮ Robust optimization of noisy blackbox problems using the mesh adaptive direct search algorithm ⋮ ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization ⋮ Hermite least squares optimization: a modification of BOBYQA for optimization with limited derivative information ⋮ Limiting behavior of derivative approximation techniques as the number of points tends to infinity on a fixed interval in \(\mathbb{R}\) ⋮ A nonmonotone line search method for noisy minimization ⋮ A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling ⋮ Improving the Flexibility and Robustness of Model-based Derivative-free Optimization Solvers ⋮ Derivative-free optimization methods ⋮ 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 ⋮ Recent advances in trust region algorithms
Uses Software
This page was built for publication: Derivative-Free Optimization of Expensive Functions with Computational Error Using Weighted Regression