An adaptive strategy on the error of the objective functions for uncertainty-based derivative-free optimization

DOI10.1016/j.jcp.2016.01.004zbMath1351.90166MaRDI QIDQ729502

Pietro Marco Congedo, F. Fusi

Publication date: 20 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-01251604/file/draft.pdf

zbMATH Keywords

robust optimization; adaptive error bounding boxes; uncertainty-based optimization

Mathematics Subject Classification ID

90C56: Derivative-free methods and methods using generalized derivatives

65K10: Numerical optimization and variational techniques

90C15: Stochastic programming

Uses Software

• NOMAD
• XFOIL