UOBYQA: unconstrained optimization by quadratic approximation
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- Black-Box Optimization: Methods and Applications
- An initialization strategy for high-dimensional surrogate-based expensive black-box optimization
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- Developments of NEWUOA for minimization without derivatives
- Optimization with hidden constraints and embedded Monte Carlo computations
- Stochastic optimization using a trust-region method and random models
- Derivative-free optimization methods
- Constrained global optimization of expensive black box functions using radial basis functions
- Robust optimization of noisy blackbox problems using the mesh adaptive direct search algorithm
- A study on concave optimization via canonical dual function
- A derivative-free algorithm for non-linear optimization with linear equality constraints
- A derivative-free trust-region algorithm for the optimization of functions smoothed via Gaussian convolution using adaptive multiple importance sampling
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- Sobolev seminorm of quadratic functions with applications to derivative-free optimization
- A derivative-free algorithm for spherically constrained optimization
- A globally convergent trust-region algorithm for unconstrained derivative-free optimization
- Parallel radial basis function methods for the global optimization of expensive functions
- A derivative-free Gauss-Newton method
- Compositions of convex functions and fully linear models
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- On the construction of quadratic models for derivative-free trust-region algorithms
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- On the Lagrange functions of quadratic models that are defined by interpolation*
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- ASTRO-DF: a class of adaptive sampling trust-region algorithms for derivative-free stochastic optimization
- Perfect duality theory and complete solutions to a class of global optimization problems*
- Conjugate gradient path method without line search technique for derivative-free unconstrained optimization
- Piecewise partially separable functions and a derivative-free algorithm for large scale nonsmooth optimization
- Stochastic radial basis function algorithms for large-scale optimization involving expensive black-box objective and constraint functions
- On the use of simplex methods in constructing quadratic models
- Large-scale history matching with quadratic interpolation models
- Constructing composite search directions with parameters in quadratic interpolation models
- A derivative-free trust-funnel method for equality-constrained nonlinear optimization
- Non-intrusive termination of noisy optimization
- Efficient numerical methods for the optimisation of large kinetic reaction mechanisms
- Variable-number sample-path optimization
- Optimizing partially separable functions without derivatives
- Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods
- On the convergence of the UOBYQA method
- A wedge trust region method with self-correcting geometry for derivative-free optimization
- A subset-selection-based derivative-free optimization algorithm for dynamic operation optimization in a steel-making process
- A derivative-free optimization algorithm combining line-search and trust-region techniques
- An improved hybrid-ORBIT algorithm based on point sorting and MLE technique
- Accelerated derivative-free nonlinear least-squares applied to the estimation of Manning coefficients
- Surrogate-based branch-and-bound algorithms for simulation-based black-box optimization
- Hyperparameter autotuning of programs with HybridTuner
- Penalty-free method for nonsmooth constrained optimization via radial basis functions
- Anisotropic diffusion in consensus-based optimization on the sphere
- New subspace method for unconstrained derivative-free optimization
- Effective matrix adaptation strategy for noisy derivative-free optimization
- First- and second-order high probability complexity bounds for trust-region methods with noisy oracles
- Hermite least squares optimization: a modification of BOBYQA for optimization with limited derivative information
- Limiting behavior of derivative approximation techniques as the number of points tends to infinity on a fixed interval in \(\mathbb{R}\)
- An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty
- An optimal interpolation set for model-based derivative-free optimization methods
- Derivative-free bound-constrained optimization for solving structured problems with surrogate models
- Stochastic zeroth order descent with structured directions
- GPU parameter tuning for tall and skinny dense linear least squares problems
- SMGO: a set membership approach to data-driven global optimization
- Efficient unconstrained black box optimization
- A local search method for costly black-box problems and its application to CSP plant start-up optimization refinement
- On the existence of affine invariant descent directions
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