On the convergence of the UOBYQA method

DOI10.1007/BF02936156zbMath1129.90380MaRDI QIDQ1885073

Lixing Han, Guang-Hui Liu

Publication date: 28 October 2004

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items

Constructing composite search directions with parameters in quadratic interpolation models, Derivative-free optimization methods

Uses Software

• DFO
• WEDGE
• UOBYQA

Cites Work

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• Recent progress in unconstrained nonlinear optimization without derivatives
• UOBYQA: unconstrained optimization by quadratic approximation
• On the Lagrange functions of quadratic models that are defined by interpolation^*
• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• Numerical Optimization
• On the Local Convergence of Pattern Search
• Function Minimization by Interpolation in a Data Table
• Wedge trust region method for derivative free optimization.