On the numerical performance of finite-difference-based methods for derivative-free optimization
DOI10.1080/10556788.2022.2121832OpenAlexW4297093107MaRDI QIDQ5882235FDOQ5882235
Authors: Hao-Jun Michael Shi, Melody Qiming Xuan, Figen Oztoprak, Jorge Nocedal 
Publication date: 15 March 2023
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.09762
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nonlinear optimizationfinite differencesderivative-free optimizationnoisy optimizationzeroth-order optimization
Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Derivative-free methods and methods using generalized derivatives (90C56)
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Cited In (16)
- Global solutions to nonconvex problems by evolution of Hamilton-Jacobi PDEs
- Substitute derivatives in unconstrained optimization: A comparison of finite difference and response surface approximations
- Small errors in random zeroth-order optimization are imaginary
- On the Numerical Performance of Derivative-Free Optimization Methods Based on Finite-Difference Approximations
- Title not available (Why is that?)
- Calibration by optimization without using derivatives
- Improving the flexibility and robustness of model-based derivative-free optimization solvers
- Title not available (Why is that?)
- Full-low evaluation methods for bound and linearly constrained derivative-free optimization
- Quadratic regularization methods with finite-difference gradient approximations
- Hermite least squares optimization: a modification of BOBYQA for optimization with limited derivative information
- Derivative-free bound-constrained optimization for solving structured problems with surrogate models
- A theoretical and empirical comparison of gradient approximations in derivative-free optimization
- Derivative-free discrete gradient methods
- Latent Gaussian Count Time Series
- Constrained Optimization in the Presence of Noise
Uses Software
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