Effective matrix adaptation strategy for noisy derivative-free optimization
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Cites work
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- Benchmarking optimization software with performance profiles.
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- Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods
- Derivative-free optimization: a review of algorithms and comparison of software implementations
- Developments of NEWUOA for minimization without derivatives
- Direct search based on probabilistic descent
- Efficient unconstrained black box optimization
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- scientific article; zbMATH DE number 1274356 (Why is no real title available?)
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- Introduction to Derivative-Free Optimization
- Mesh Adaptive Direct Search Algorithms for Constrained Optimization
- New subspace method for unconstrained derivative-free optimization
- Nonmonotone Spectral Projected Gradient Methods on Convex Sets
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- Optimization by Direct Search in Matrix Computations
- ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
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- UOBYQA: unconstrained optimization by quadratic approximation
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