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A derivative-free optimization algorithm based on conditional moments - MaRDI portal

A derivative-free optimization algorithm based on conditional moments (Q878501)

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scientific article; zbMATH DE number 5146743
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A derivative-free optimization algorithm based on conditional moments
scientific article; zbMATH DE number 5146743

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    A derivative-free optimization algorithm based on conditional moments (English)
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    26 April 2007
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    optimization
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    derivative-free
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    conditional moment
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    trust region method
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    quasi-Newton method
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    comparison of methods
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    algorithm
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    numerical experiments
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