scientific article; zbMATH DE number 7753344

MaRDI QIDQ6076151zbMATH OpenFDO

Authors Warren L. Hare, Kashvi Srivastava

Publication date 23 October 2023

Full work available at URL http://yokohamapublishers.jp/online2/oppjo/vol19/p391.html

zbMATH Keywords

derivative-free optimizationHessian approximationgradient approximationNewton algorithmcomplex-variables

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Methods of quasi-Newton type (90C53) Approximation in the complex plane (30E10) Derivative-free methods and methods using generalized derivatives (90C56)

Recommendations

• Complex-step derivative approximation in noisy environment
• Unconstrained Optimization of Real Functions in Complex Variables
• Derivative-free optimization methods
• Nonlinear robust performance analysis using complex-step gradient approximation
• On the numerical performance of finite-difference-based methods for derivative-free optimization

Cited in

(3)

• Small errors in random zeroth-order optimization are imaginary
• Complex-step derivative approximation in noisy environment
• Nonlinear robust performance analysis using complex-step gradient approximation

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6076151)