Convergence of the Implicit Filtering Method for Constrained Optimization of Noisy Functions
From MaRDI portal
Publication:3432717
DOI10.1080/01630560701190125zbMath1141.90546OpenAlexW2135481099MaRDI QIDQ3432717
Zhou-Hong Wang, Zhang, Jianzhong, Nai-Hua Xiu
Publication date: 18 April 2007
Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01630560701190125
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Solving nonlinear programming problems with noisy function values and noisy gradients
- Optimization of automotive valve train components with implicit filtering
- Algorithms for noisy problems in gas transmission pipeline optimization
- Solution of a groundwater control problem with implicit filtering
- A method of trust region type for minimizing noisy functions
- Solution of a well-field design problem with implicit filtering
- A Direct Search Algorithm for Optimization with Noisy Function Evaluations
- On the Convergence of Pattern Search Algorithms
- Two-Metric Projection Methods for Constrained Optimization
- Global Convergence of a a of Trust-Region Methods for Nonconvex Minimization in Hilbert Space
- Projected gradient methods for linearly constrained problems
- On the Identification of Active Constraints
- On the Goldstein-Levitin-Polyak gradient projection method
- Optimization of functions whose values are subject to small errors
- Superlinear Convergence and Implicit Filtering
- An Implicit Filtering Algorithm for Optimization of Functions with Many Local Minima
- A grid algorithm for bound constrained optimization of noisy functions
This page was built for publication: Convergence of the Implicit Filtering Method for Constrained Optimization of Noisy Functions
