Cited in
(30)- ZOAdaQN
- Newton-type methods for non-convex optimization under inexact Hessian information
- Convergence of Newton-MR under inexact Hessian information
- Optimization of stochastic blackboxes with adaptive precision
- A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization
- A discussion on variational analysis in derivative-free optimization
- Stochastic optimization using a trust-region method and random models
- Derivative-free optimization methods
- Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates
- A derivative-free trust-region algorithm for the optimization of functions smoothed via Gaussian convolution using adaptive multiple importance sampling
- Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates
- Plausible Screening Using Functional Properties for Simulations with Large Solution Spaces
- An extended two-stage sequential optimization approach: properties and performance
- CONDOR
- COMPASS
- VXQR1
- VBASim
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- Boosters
- SimOpt
- QNSTOP
- CutEr
- R-SPLINE
- DFO-TRNS
- MOIF
- SDMINMAX
- PyMOSO
- Adaptive sampling line search for local stochastic optimization with integer variables
- Open problem: Iterative schemes for stochastic optimization: convergence statements and limit theorems
- A theoretical and empirical comparison of gradient approximations in derivative-free optimization
This page was built for software: ASTRO-DF
