Adaptive Finite-Difference Interval Estimation for Noisy Derivative-Free Optimization

DOI10.1137/21M1452470zbMath1492.90198arXiv2110.06380OpenAlexW3205778815WikidataQ114008763 ScholiaQ114008763MaRDI QIDQ5095497

Melody Qiming Xuan, Nocedal, Jorge, Hao-Jun Michael Shi, Yuchen Xie

Publication date: 9 August 2022

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.06380

zbMATH Keywords

nonlinear optimizationfinite differencesderivative-free optimizationnoisy optimizationzeroth-order optimization

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Methods of quasi-Newton type (90C53)

Related Items

A trust region method for noisy unconstrained optimization, Inexact restoration for minimization with inexact evaluation both of the objective function and the constraints, Constrained Optimization in the Presence of Noise

Uses Software

• IMFIL
• CUTEst

Cites Work

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