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A grid algorithm for bound constrained optimization of noisy functions - MaRDI portal

A grid algorithm for bound constrained optimization of noisy functions (Q4852685)

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scientific article; zbMATH DE number 808251
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A grid algorithm for bound constrained optimization of noisy functions
scientific article; zbMATH DE number 808251

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    A grid algorithm for bound constrained optimization of noisy functions (English)
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    18 February 1996
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    quadratic programming
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    large-scale optimization
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    parallel optimization
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    optimization of noisy functions
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    quadratic models
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    global convergence
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    algorithm
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    quasi-Newton method
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    simplex method
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    test problems
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    performance
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