A derivative-free optimization algorithm based on conditional moments

DOI10.1016/j.jmaa.2006.08.091zbMath1171.65401OpenAlexW2106602995MaRDI QIDQ878501

Xingdong Feng, Lu Ye, Dong Liang, Xiao-Gang Wang

Publication date: 26 April 2007

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10315/926

zbMATH Keywords

optimizationalgorithmcomparison of methodsnumerical experimentstrust region methodquasi-Newton methodconditional momentderivative-free

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05)

Uses Software

• WEDGE

Cites Work

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