Unconstrained derivative-free optimization by successive approximation
DOI10.1016/J.CAM.2007.12.017zbMATH Open1155.65044OpenAlexW2140622762MaRDI QIDQ953370FDOQ953370
Authors: Árpád Bűrmen, Tadej Tuma
Publication date: 20 November 2008
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2007.12.017
Recommendations
- New Sequential and Parallel Derivative-Free Algorithms for Unconstrained Minimization
- Extended global convergence framework for unconstrained optimization
- Frame-based ray search algorithms in unconstrained optimization
- On the Global Convergence of Derivative-Free Methods for Unconstrained Optimization
- scientific article; zbMATH DE number 1971709
gridconvergencenumerical examplessimplexdirect searchsuccessive approximationNelder-Mead algorithmunconstrained derivative-free optimizationMoré-Garbow-Hillstrom test suite
Numerical mathematical programming methods (65K05) Derivative-free methods and methods using generalized derivatives (90C56)
Cites Work
- Testing Unconstrained Optimization Software
- Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
- `` Direct Search Solution of Numerical and Statistical Problems
- A Simplex Method for Function Minimization
- Title not available (Why is that?)
- Mesh Adaptive Direct Search Algorithms for Constrained Optimization
- On the Convergence of Pattern Search Algorithms
- Title not available (Why is that?)
- Theory of Positive Linear Dependence
- Convex analysis and nonlinear optimization. Theory and examples
- Direct search methods: Then and now
- Analysis of Generalized Pattern Searches
- Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point
- Frames and Grids in Unconstrained and Linearly Constrained Optimization: A Nonsmooth Approach
- A convergent variant of the Nelder--Mead algorithm
- Grid restrained Nelder-Mead algorithm
- Frame based methods for unconstrained optimization
- Title not available (Why is that?)
- On the convergence of grid-based methods for unconstrained optimization
Cited In (10)
- Random derivative-free algorithm for solving unconstrained or bound constrained continuously differentiable non-linear problems
- Derivative-Free Optimization
- Decomposition in derivative-free optimization
- Rapidly convergent Steffensen-based methods for unconstrained optimization
- Derivative free optimization in higher dimension
- A derivative-free optimization algorithm based on conditional moments
- Implementation of Cartesian grids to accelerate Delaunay-based derivative-free optimization
- Improved Nelder–Mead algorithm in high dimensions with adaptive parameters based on Chebyshev spacing points
- Recent progress in unconstrained nonlinear optimization without derivatives
- New Sequential and Parallel Derivative-Free Algorithms for Unconstrained Minimization
Uses Software
This page was built for publication: Unconstrained derivative-free optimization by successive approximation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q953370)