A derivative-free optimization algorithm based on conditional moments

DOI10.1016/j.jmaa.2006.08.091zbMath1171.65401MaRDI QIDQ878501

Dong Liang, Xingdong Feng, Xiao-Gang Wang, Lu Ye

Publication date: 26 April 2007

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10315/926

zbMATH Keywords

optimization; algorithm; comparison of methods; numerical experiments; trust region method; quasi-Newton method; conditional moment; derivative-free

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

Uses Software

• WEDGE

Cites Work

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