Derivative-free robust optimization by outer approximations
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Publication:2288189
DOI10.1007/s10107-018-1326-9zbMath1435.90096OpenAlexW2898221677MaRDI QIDQ2288189
Matt Menickelly, Stefan M. Wild
Publication date: 17 January 2020
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://www.osti.gov/biblio/1631967
Minimax problems in mathematical programming (90C47) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Numerical optimization and variational techniques (65K10) Robustness in mathematical programming (90C17)
Related Items (9)
A discussion on variational analysis in derivative-free optimization ⋮ New First-Order Algorithms for Stochastic Variational Inequalities ⋮ Escaping Unknown Discontinuous Regions in Blackbox Optimization ⋮ Zeroth-order single-loop algorithms for nonconvex-linear minimax problems ⋮ Zeroth-order algorithms for nonconvex-strongly-concave minimax problems with improved complexities ⋮ Adaptive Bundle Methods for Nonlinear Robust Optimization ⋮ Tuning Multigrid Methods with Robust Optimization and Local Fourier Analysis ⋮ Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions ⋮ Derivative-free optimization methods
Uses Software
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