A superlinearly convergent algorithm for minimization without evaluating derivatives

DOI10.1007/BF01681333zbMath0327.90027MaRDI QIDQ4093226

Robert Mifflin

Publication date: 1975

Published in: Mathematical Programming (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (11)

Stopping criteria for linesearch methods without derivatives ⋮ A discussion on variational analysis in derivative-free optimization ⋮ Global convergence and stabilization of unconstrained minimization methods without derivatives ⋮ A variable metric algorithm for unconstrained minimization without evaluation of derivatives ⋮ Optimization of SMES and superconducting magnets with a derivative free deterministic method. ⋮ A derivative-free trust-region algorithm for composite nonsmooth optimization ⋮ Optimization of functions whose values are subject to small errors ⋮ On the convergence of a class of derivative-free minimization algorithms ⋮ A second-order globally convergent direct-search method and its worst-case complexity ⋮ Derivative-free optimization methods ⋮ Linear equalities in blackbox optimization

Uses Software

• BRENT

Cites Work

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• An explicit procedure for discretizing continuous, optimal control problems

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