Finding Optimal Algorithmic Parameters Using Derivative‐Free Optimization
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Publication:5757343
DOI10.1137/040620886zbMath1128.90060OpenAlexW2068480996MaRDI QIDQ5757343
Charles Audet, Dominique Orban
Publication date: 6 September 2007
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/040620886
parameter estimationderivative-free optimizationtrust-region methodsblack-box optimizationmesh adaptive direct searchsurrogate functions
Applications of mathematical programming (90C90) Derivative-free methods and methods using generalized derivatives (90C56) Sensitivity, stability, parametric optimization (90C31)
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