Non-intrusive termination of noisy optimization

DOI10.1080/10556788.2012.656116zbMath1278.90452OpenAlexW2028009903MaRDI QIDQ2867421

Jeffrey Larson, Stefan M. Wild

Publication date: 19 December 2013

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2012.656116

zbMATH Keywords

derivative-free optimizationnoisy optimizationdeterministic noisestochastic noisetermination criteria

Mathematics Subject Classification ID

Derivative-free methods and methods using generalized derivatives (90C56) Nonsmooth analysis (49J52)

Related Items

Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods ⋮ Improving the Flexibility and Robustness of Model-based Derivative-free Optimization Solvers

Uses Software

• IMFIL

Cites Work

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• Benchmarking Derivative-Free Optimization Algorithms
• An efficient method for finding the minimum of a function of several variables without calculating derivatives
• On optimal stopping rules
• Benchmarking optimization software with performance profiles.

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