A pattern search and implicit filtering algorithm for solving linearly constrained minimization problems with noisy objective functions
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Publication:5379464
DOI10.1080/10556788.2018.1464570zbMath1415.90148OpenAlexW2801565315MaRDI QIDQ5379464
D. G. Ferreira, Sandra Augusta Santos, Maria A. Diniz-Ehrhardt
Publication date: 12 June 2019
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2018.1464570
global convergencenumerical experimentsderivative-free optimizationnoisy optimizationdegenerate constraintslinearly constrained minimization
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Numerical methods based on nonlinear programming (49M37)
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Applying the pattern search implicit filtering algorithm for solving a noisy problem of parameter identification, Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates
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Cites Work
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