A grid algorithm for bound constrained optimization of noisy functions

DOI10.1093/imanum/15.4.585zbMath0831.65063OpenAlexW1966949776MaRDI QIDQ4852685

Clemens Elster, Arnold Neumaier

Publication date: 18 February 1996

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a63e5bbfd13649e9e83ff6f7097736da63d98827

zbMATH Keywords

performancealgorithmglobal convergencequadratic programminglarge-scale optimizationsimplex methodtest problemsquasi-Newton methodparallel optimizationquadratic modelsoptimization of noisy functions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20)

Related Items (16)

Calibration by optimization without using derivatives ⋮ A method of trust region type for minimizing noisy functions ⋮ Efficient unconstrained black box optimization ⋮ Robust optimization of noisy blackbox problems using the mesh adaptive direct search algorithm ⋮ Derivative-free methods for bound constrained mixed-integer optimization ⋮ A novel hybrid trust region algorithm based on nonmonotone and LOOCV techniques ⋮ Direct search based on probabilistic feasible descent for bound and linearly constrained problems ⋮ An inexact derivative-free Levenberg-Marquardt method for linear inequality constrained nonlinear systems under local error bound conditions ⋮ Solving nonlinear programming problems with noisy function values and noisy gradients ⋮ Derivative-free optimization methods ⋮ Robust optimization - a comprehensive survey ⋮ Pattern search ranking and selection algorithms for mixed variable simulation-based optimization ⋮ An improved hybrid-ORBIT algorithm based on point sorting and MLE technique ⋮ Unnamed Item ⋮ Convergence of the Implicit Filtering Method for Constrained Optimization of Noisy Functions ⋮ An affine-scaling derivative-free trust-region method for solving nonlinear systems subject to linear inequality constraints

Uses Software

• minpack

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