A derivative-free trust-region algorithm for unconstrained optimization with controlled error

DOI10.3934/NACO.2011.1.117zbMATH Open1219.90192OpenAlexW2144568291MaRDI QIDQ550515FDOQ550515

Authors: Jun Takaki, Nobuo Yamashita 

Publication date: 11 July 2011

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2011.1.117

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zbMATH Keywords

trust region algorithmderivative-free methodcontrolled error

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Cited In (7)

• Survey of derivative-free optimization
• A progressive barrier derivative-free trust-region algorithm for constrained optimization
• An adaptive strategy on the error of the objective functions for uncertainty-based derivative-free optimization
• A derivative-free optimization algorithm combining line-search and trust-region techniques
• On convergence analysis of a derivative-free trust region algorithm for constrained optimization with separable structure
• Derivative-free optimization of expensive functions with computational error using weighted regression
• Multi-fidelity algorithms for the horizontal alignment problem in road design

Uses Software

• CUTEr

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