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
• A derivative-free trust-region algorithm for the optimization of functions smoothed via Gaussian convolution using adaptive multiple importance sampling
• Open problem: Iterative schemes for stochastic optimization: convergence statements and limit theorems
• 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
• Optimization of stochastic blackboxes with adaptive precision
• A theoretical and empirical comparison of gradient approximations in derivative-free optimization
• Stochastic optimization using a trust-region method and random models
• Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates
• Plausible Screening Using Functional Properties for Simulations with Large Solution Spaces
• Convergence of Newton-MR under inexact Hessian information
• Derivative-free optimization methods
• Adaptive sequential sample average approximation for solving two-stage stochastic linear programs

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