Effective matrix adaptation strategy for noisy derivative-free optimization

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
An efficient nonmonotone trust-region method for unconstrained optimization
On the limited memory BFGS method for large scale optimization
A derivative-free nonmonotone line-search technique for unconstrained optimization
A new class of nonmonotone adaptive trust-region methods for nonlinear equations with box constraints
UOBYQA: unconstrained optimization by quadratic approximation
A new nonmonotone line-search trust-region approach for nonlinear systems
Efficient unconstrained black box optimization
CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
Derivative-free optimization: a review of algorithms and comparison of software implementations
A class of derivative-free nonmonotone optimization algorithms employing coordinate rotations and gradient approximations
Algorithm 909
Remark on “algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization”
Estimating Derivatives of Noisy Simulations
An active-set trust-region method for derivative-free nonlinear bound-constrained optimization
Developments of NEWUOA for minimization without derivatives
Introduction to Derivative-Free Optimization
ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
Nonmonotone Spectral Projected Gradient Methods on Convex Sets
Complexity and global rates of trust-region methods based on probabilistic models
Derivative-Free and Blackbox Optimization
Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods
The Mesh Adaptive Direct Search Algorithm for Granular and Discrete Variables
A Nonmonotone Line Search Technique for Newton’s Method
A grid algorithm for bound constrained optimization of noisy functions
An Assessment of Nonmonotone Linesearch Techniques for Unconstrained Optimization
A non-monotone pattern search approach for systems of nonlinear equations
Benchmarking Derivative-Free Optimization Algorithms
Derivative-free optimization methods
Optimization by Direct Search in Matrix Computations
Mesh Adaptive Direct Search Algorithms for Constrained Optimization
Direct Search Based on Probabilistic Descent
A nonmonotone trust-region-approach with nonmonotone adaptive radius for solving nonlinear systems
Benchmarking optimization software with performance profiles.
A derivative-free algorithm for bound constrained optimization
New subspace method for unconstrained derivative-free optimization

This page was built for publication: Effective matrix adaptation strategy for noisy derivative-free optimization