ASTRO-DF

swMATH26833MaRDI QIDQ38558FDOQ38558

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Described by source

• ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization

Cited In (16)

• Adaptive sampling line search for local stochastic optimization with integer variables
• A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization
• A discussion on variational analysis in derivative-free optimization
• Optimization of Stochastic Blackboxes with Adaptive Precision
• An extended two-stage sequential optimization approach: properties and performance
• Newton-type methods for non-convex optimization under inexact Hessian information
• Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates
• Convergence of Newton-MR under Inexact Hessian Information
• A theoretical and empirical comparison of gradient approximations in derivative-free optimization
• Stochastic optimization using a trust-region method and random models
• Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs
• A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling
• Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates
• Plausible Screening Using Functional Properties for Simulations with Large Solution Spaces
• Open Problem—Iterative Schemes for Stochastic Optimization: Convergence Statements and Limit Theorems
• Derivative-free optimization methods

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