Hermite least squares optimization: a modification of BOBYQA for optimization with limited derivative information

DOI10.1007/s11081-023-09795-yarXiv2204.05022OpenAlexW4365449150MaRDI QIDQ6088560

Mona Fuhrländer, Sebastian Schöps

Publication date: 16 November 2023

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.05022

zbMATH Keywords

optimizationnoiseleast squaresHermite interpolationderivative-freeBOBYQA

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimization by Simulated Annealing
• On fast trust region methods for quadratic models with linear constraints
• Lipschitzian optimization without the Lipschitz constant
• UOBYQA: unconstrained optimization by quadratic approximation
• On multivariate Hermite interpolation
• Derivative-free optimization: a review of algorithms and comparison of software implementations
• Geometry of interpolation sets in derivative free optimization
• Geometry of sample sets in derivative-free optimization: polynomial regression and underdetermined interpolation
• Introduction to Derivative-Free Optimization
• Derivative-Free and Blackbox Optimization
• Improving the Flexibility and Robustness of Model-based Derivative-free Optimization Solvers
• YIELD OPTIMIZATION BASED ON ADAPTIVE NEWTON-MONTE CARLO AND POLYNOMIAL SURROGATES
• Escaping local minima with local derivative-free methods: a numerical investigation
• Derivative-Free Optimization of Expensive Functions with Computational Error Using Weighted Regression
• A Simplex Method for Function Minimization