Pages that link to "Item:Q3611732"
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The following pages link to Introduction to Derivative-Free Optimization (Q3611732):
Displaying 50 items.
- Surrogate‐based methods for black‐box optimization (Q5278217) (← links)
- Derivative-Free Optimization for Population Dynamic Models (Q5357002) (← links)
- A pattern search and implicit filtering algorithm for solving linearly constrained minimization problems with noisy objective functions (Q5379464) (← links)
- Direct Search Based on Probabilistic Descent (Q5502242) (← links)
- Manifold Sampling for $\ell_1$ Nonconvex Optimization (Q5506685) (← links)
- A surrogate management framework using rigorous trust-region steps (Q5746682) (← links)
- Calculus Identities for Generalized Simplex Gradients: Rules and Applications (Q5853722) (← links)
- On the numerical performance of finite-difference-based methods for derivative-free optimization (Q5882235) (← links)
- Full-low evaluation methods for derivative-free optimization (Q5882241) (← links)
- Simulation optimization: a review of algorithms and applications (Q5919176) (← links)
- Book review of: C. Audet and W. Hare, Derivative-free and blackbox optimization (Q5919692) (← links)
- Worst case complexity of direct search under convexity (Q5962720) (← links)
- A derivative-free approach for a simulation-based optimization problem in healthcare (Q5963228) (← links)
- Advantages of simplicial partitioning for Lipschitz optimization problems with linear constraints (Q5963229) (← links)
- A proximal bundle method for nonsmooth nonconvex functions with inexact information (Q5963307) (← links)
- Scalable subspace methods for derivative-free nonlinear least-squares optimization (Q6038650) (← links)
- Zeroth-order optimization with orthogonal random directions (Q6038668) (← links)
- A new black box method for monotone nonlinear equations (Q6042221) (← links)
- A successive linear relaxation method for MINLPs with multivariate Lipschitz continuous nonlinearities (Q6050153) (← links)
- A nonlinear conjugate gradient method using inexact first-order information (Q6051169) (← links)
- Computationally efficient integrated design and predictive control of flexible energy systems using multi‐fidelity simulation‐based Bayesian optimization (Q6054542) (← links)
- Detecting negative eigenvalues of exact and approximate Hessian matrices in optimization (Q6057628) (← links)
- Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact (Q6060544) (← links)
- Non-smooth setting of stochastic decentralized convex optimization problem over time-varying graphs (Q6060563) (← links)
- Black-box optimization on hyper-rectangle using recursive modified pattern search and application to ROC-based classification problem (Q6062853) (← links)
- Zeroth-order algorithms for nonconvex-strongly-concave minimax problems with improved complexities (Q6064044) (← links)
- A Zeroth-Order Proximal Stochastic Gradient Method for Weakly Convex Stochastic Optimization (Q6066421) (← links)
- Portfolio management with higher moments: the cardinality impact (Q6066673) (← links)
- Robust design optimization for enhancing delamination resistance of composites (Q6071390) (← links)
- Direct Search Based on Probabilistic Descent in Reduced Spaces (Q6071887) (← links)
- Surrogate-based branch-and-bound algorithms for simulation-based black-box optimization (Q6074062) (← links)
- A quasi-Newton trust-region method for optimization under uncertainty using stochastic simplex approximate gradients (Q6074267) (← links)
- Accelerated gradient methods with absolute and relative noise in the gradient (Q6087056) (← links)
- Using orthogonally structured positive bases for constructing positive \(k\)-spanning sets with cosine measure guarantees (Q6087872) (← links)
- Hermite least squares optimization: a modification of BOBYQA for optimization with limited derivative information (Q6088560) (← links)
- A bi‐level programming framework for identifying optimal parameters in portfolio selection (Q6092501) (← links)
- Optimization by moving ridge functions: derivative-free optimization for computationally intensive functions (Q6094491) (← links)
- TREGO: a trust-region framework for efficient global optimization (Q6102171) (← links)
- Consensus-based optimization via jump-diffusion stochastic differential equations (Q6102917) (← links)
- A merit function approach for evolution strategies (Q6114898) (← links)
- Two decades of blackbox optimization applications (Q6114909) (← links)
- Reduced modelling and optimal control of epidemiological individual‐based models with contact heterogeneity (Q6125646) (← links)
- On the complexity of a stochastic Levenberg-Marquardt method (Q6149301) (← links)
- A subset-selection-based derivative-free optimization algorithm for dynamic operation optimization in a steel-making process (Q6151482) (← links)
- Derivative-free mixed binary necklace optimization for cyclic-symmetry optimal design problems (Q6159484) (← links)
- Nicely structured positive bases with maximal cosine measure (Q6164951) (← links)
- Ensemble-Based Gradient Inference for Particle Methods in Optimization and Sampling (Q6177924) (← links)
- Pontryagin's maximum principle and indirect descent method for optimal impulsive control of nonlocal transport equation (Q6181001) (← links)
- Worst-case evaluation complexity of a derivative-free quadratic regularization method (Q6181370) (← links)
- A new partition method for DIRECT-type algorithm based on minimax design (Q6183090) (← links)
