Mesh adaptive direct search with simplicial Hessian update

DOI10.1007/s10589-019-00133-6zbMath1427.90297OpenAlexW2975332817WikidataQ127204775 ScholiaQ127204775MaRDI QIDQ2282812

Iztok Fajfar, Árpád Bűrmen

Publication date: 19 December 2019

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-019-00133-6

zbMATH Keywords

random matricesuniform distributionderivative-free optimizationHessian update

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Random matrices (algebraic aspects) (15B52)

Uses Software

• NOMAD
• CVXOPT
• OrthoMADS
• Python

Cites Work

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