Stochastic derivative-free optimization using a trust region framework
type: Item
instance of: scholarly article
title: Stochastic derivative-free optimization using a trust region framework
zbMATH Open document ID: 1381.90098
author: Jeffrey Larson
author: Stephen C. Billups
published in: Computational Optimization and Applications
publication date: 2016-07-01T00:00:00Z
full work available at URL: https://www.osti.gov/biblio/1366470
Mathematics Subject Classification ID: 90C56
Mathematics Subject Classification ID: 62L20
zbMATH DE Number: 6600330
zbMATH Keywords: derivative-free optimization
zbMATH Keywords: stochastic optimization
zbMATH Keywords: model-based trust region methods
describes a project that uses: QNSTOP
describes a project that uses: UOBYQA
MaRDI profile type: Publication
OpenAlex ID: W2280955991
cites work: A Simplex Method for Function Minimization
cites work: Convergence of Trust-Region Methods Based on Probabilistic Models
cites work: An adaptive Monte Carlo algorithm for computing mixed logit estimators
cites work: Derivative-Free Optimization of Expensive Functions with Computational Error Using Weighted Regression
cites work: Q5806242
cites work: Stochastic optimization using a trust-region method and random models
cites work: Introduction to Derivative-Free Optimization
cites work: On sampling controlled stochastic approximation
cites work: Benchmarking optimization software with performance profiles.
cites work: Lipschitzian optimization without the Lipschitz constant
cites work: Stochastic Estimation of the Maximum of a Regression Function
cites work: Benchmarking Derivative-Free Optimization Algorithms
cites work: Estimating Computational Noise
cites work: Estimating Derivatives of Noisy Simulations
cites work: The effect of deterministic noise in subgradient methods
cites work: UOBYQA: unconstrained optimization by quadratic approximation
cites work: Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
cites work: Introduction to Stochastic Search and Optimization
DOI: 10.1007/S10589-016-9827-Z
description: scientific article; zbMATH DE number 6600330