Adapting the centred simplex gradient to compensate for misaligned sample points

DOI10.1093/IMANUM/DRAD050MaRDI QIDQ6631422

Yi-Wen Chen, Warren L. Hare

Publication date: 1 November 2024

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

zbMATH Keywords

derivative-free optimizationsimplex gradientapproximate gradientscentred simplex gradient

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items (1)

\(Q\)-fully quadratic modeling and its application in a random subspace derivative-free method

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