Quadratic regularization methods with finite-difference gradient approximations

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Cites work

scientific article; zbMATH DE number 5060482 (Why is no real title available?)
A Simplex Method for Function Minimization
A cubic regularization of Newton's method with finite difference Hessian approximations
A derivative-free trust-region algorithm for composite nonsmooth optimization
A theoretical and empirical comparison of gradient approximations in derivative-free optimization
Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
Benchmarking Derivative-Free Optimization Algorithms
Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods
Derivative-free optimization methods
Direct search based on probabilistic descent
Efficient unconstrained black box optimization
Full-low evaluation methods for derivative-free optimization
On the numerical performance of finite-difference-based methods for derivative-free optimization
On the optimal order of worst case complexity of direct search
On the oracle complexity of first-order and derivative-free algorithms for smooth nonconvex minimization
On the worst-case evaluation complexity of non-monotone line search algorithms
Random gradient-free minimization of convex functions
Scalable subspace methods for derivative-free nonlinear least-squares optimization
Stochastic three points method for unconstrained smooth minimization
Testing Unconstrained Optimization Software
Trust-region methods without using derivatives: worst case complexity and the nonsmooth case
Worst case complexity of direct search

Cited in

(8)

On the complexity of a quadratic regularization algorithm for minimizing nonsmooth and nonconvex functions
Preface to the 5th Brazil-China symposium on applied and computational mathematics
Worst-case evaluation complexity of a derivative-free quadratic regularization method
Regularization of linear approximate schemes by the gradient descent
A partially derivative-free cyclic block coordinate descent method for nonseparable composite optimization
Fully adaptive zeroth-order method for minimizing functions with compressible gradients
A gradient method exploiting the two dimensional quadratic termination property
TRFD: a derivative-free trust-region method based on finite differences for composite nonsmooth optimization

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