Trust-region methods without using derivatives: worst case complexity and the nonsmooth case
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Cites work
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- Benchmarking optimization software with performance profiles.
- Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization
- Conditions for convergence of trust region algorithms for nonsmooth optimization
- Cubic regularization of Newton method and its global performance
- CUTEr and SifDec
- Epi-convergent smoothing with applications to convex composite functions
- Geometry of interpolation sets in derivative free optimization
- Global convergence of general derivative-free trust-region algorithms to first- and second-order critical points
- scientific article; zbMATH DE number 1971709 (Why is no real title available?)
- scientific article; zbMATH DE number 2002582 (Why is no real title available?)
- Incorporating minimum Frobenius norm models in direct search
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- Optimality Measures for Performance Profiles
- Random gradient-free minimization of convex functions
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- Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization
- Smoothing and worst-case complexity for direct-search methods in nonsmooth optimization
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- Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
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- Variational Analysis
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Cited in
(34)- On the construction of quadratic models for derivative-free trust-region algorithms
- An indicator for the switch from derivative-free to derivative-based optimization
- Second-order optimality and beyond: characterization and evaluation complexity in convexly constrained nonlinear optimization
- Optimality of orders one to three and beyond: characterization and evaluation complexity in constrained nonconvex optimization
- Inexact derivative-free optimization for bilevel learning
- Worst-case evaluation complexity of derivative-free nonmonotone line search methods for solving nonlinear systems of equations
- Derivative-free robust optimization by outer approximations
- A decoupled first/second-order steps technique for nonconvex nonlinear unconstrained optimization with improved complexity bounds
- A derivative-free Gauss-Newton method
- On a trust region method without exact Jacobian matrices
- Manifold sampling for optimization of nonconvex functions that are piecewise linear compositions of smooth components
- ASTRO-DF: a class of adaptive sampling trust-region algorithms for derivative-free stochastic optimization
- Model-based derivative-free methods for convex-constrained optimization
- A stochastic Levenberg-Marquardt method using random models with complexity results
- A note on the worst-case complexity of nonlinear stepsize control methods for convex smooth unconstrained optimization
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- Manifold sampling for _1 nonconvex optimization
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- Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization
- Scalable subspace methods for derivative-free nonlinear least-squares optimization
- Direct Search Based on Probabilistic Descent in Reduced Spaces
- Complexity bound of trust-region methods for convex smooth unconstrained multiobjective optimization
- Quadratic regularization methods with finite-difference gradient approximations
- Worst-case evaluation complexity of a derivative-free quadratic regularization method
- Derivative-free separable quadratic modeling and cubic regularization for unconstrained optimization
- Convergence and worst-case complexity of adaptive Riemannian trust-region methods for optimization on manifolds
- A trust-region framework for derivative-free mixed-integer optimization
- CGRS -- an advanced hybrid method for global optimization of continuous functions closely coupling extended random search and conjugate gradient method
- TRFD: a derivative-free trust-region method based on finite differences for composite nonsmooth optimization
- On complexity constants of linear and quadratic models for derivative-free trust-region algorithms
- Model construction for convex-constrained derivative-free optimization
- A survey of trust-region radius update mechanisms. Part I: First-order analysis
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