A method for stochastic constrained optimization using derivative-free surrogate pattern search and collocation
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Publication:975138
DOI10.1016/j.jcp.2010.03.005zbMath1193.65100OpenAlexW2043096963WikidataQ60421609 ScholiaQ60421609MaRDI QIDQ975138
Sethuraman Sankaran, Charles Audet, Alison L. Marsden
Publication date: 8 June 2010
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2010.03.005
stochastic optimizationderivative-free methodsprobabilistic constraintssurrogate management frameworkadaptive direct search
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