Derivative-free optimization of expensive functions with computational error using weighted regression
From MaRDI portal
Publication:5300516
Recommendations
- A derivative-free trust-region algorithm for unconstrained optimization with controlled error
- Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods
- 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
- Stochastic derivative-free optimization using a trust region framework
Cited in
(20)- Optimization by moving ridge functions: derivative-free optimization for computationally intensive functions
- Full-low evaluation methods for derivative-free optimization
- Approximating the diagonal of a Hessian: which sample set of points should be used
- Stochastic optimization using a trust-region method and random models
- Derivative-free optimization methods
- Robust optimization of noisy blackbox problems using the mesh adaptive direct search algorithm
- A derivative-free trust-region algorithm for the optimization of functions smoothed via Gaussian convolution using adaptive multiple importance sampling
- Recent advances in trust region algorithms
- Improving the flexibility and robustness of model-based derivative-free optimization solvers
- Levenberg-Marquardt method based on probabilistic Jacobian models for nonlinear equations
- 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 derivative-free trust-region algorithm for unconstrained optimization with controlled error
- 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
- A derivative-free optimization algorithm for the efficient minimization of functions obtained via statistical averaging
- Integration of expert knowledge into radial basis function surrogate models
- ASTRO-DF: a class of adaptive sampling trust-region algorithms for derivative-free stochastic optimization
- A nonmonotone line search method for noisy minimization
- Exploiting active subspaces to quantify uncertainty in the numerical simulation of the hyshot II scramjet
This page was built for publication: Derivative-free optimization of expensive functions with computational error using weighted regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5300516)
