On the numerical performance of finite-difference-based methods for derivative-free optimization
type: Item
instance of: scholarly article
title: On the numerical performance of finite-difference-based methods for derivative-free optimization
DOI: 10.1080/10556788.2022.2121832
author: Hao-Jun Michael Shi
author: Melody Qiming Xuan
author: Figen Oztoprak
author: Jorge Nocedal
publication date: 2023-03-15T00:00:00Z
full work available at URL: https://arxiv.org/abs/2102.09762
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C53
Mathematics Subject Classification ID: 90C55
Mathematics Subject Classification ID: 90C56
zbMATH DE Number: 7663260
zbMATH Keywords: derivative-free optimization
zbMATH Keywords: noisy optimization
zbMATH Keywords: zeroth-order optimization
zbMATH Keywords: nonlinear optimization
zbMATH Keywords: finite differences
describes a project that uses: NEWUOA
describes a project that uses: KNITRO
describes a project that uses: CUTEst
describes a project that uses: pySOT
describes a project that uses: MultiMin
describes a project that uses: APPSPACK
describes a project that uses: minpack
describes a project that uses: DFO
describes a project that uses: IMFIL
describes a project that uses: GALAHAD
describes a project that uses: BOBYQA
describes a project that uses: BARON
MaRDI profile type: Publication
OpenAlex ID: W4297093107
cites work: Derivative-Free and Blackbox Optimization
cites work: Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization
cites work: Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods
cites work: A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems
cites work: Q5493572
cites work: Improving the Flexibility and Robustness of Model-based Derivative-free Optimization Solvers
cites work: Superlinear Convergence and Implicit Filtering
cites work: Geometry of interpolation sets in derivative free optimization
cites work: Q4421356
cites work: Introduction to Derivative-Free Optimization
cites work: Computing Forward-Difference Intervals for Numerical Optimization
cites work: GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
cites work: CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
cites work: Algorithm 856
cites work: Implicit Filtering
cites work: Derivative-free optimization methods
cites work: Q3938419
cites work: A numerical study of limited memory BFGS methods
cites work: Benchmarking Derivative-Free Optimization Algorithms
cites work: Estimating Computational Noise
cites work: Estimating Derivatives of Noisy Simulations
cites work: A Simplex Method for Function Minimization
cites work: Random gradient-free minimization of convex functions
cites work: Complete search in continuous global optimization and constraint satisfaction
cites work: Numerical Optimization
cites work: Q4308910
cites work: Q5493584
cites work: On fast trust region methods for quadratic models with linear constraints
cites work: Derivative-free optimization: a review of algorithms and comparison of software implementations
cites work: A derivative-free Gauss-Newton method
cites work: A Noise-Tolerant Quasi-Newton Algorithm for Unconstrained Optimization
cites work: Analysis of the BFGS Method with Errors
cites work: A Derivative-Free Algorithm for Least-Squares Minimization
Recommended article: Q3320999
Recommended article: Q4524239
Recommended article: Derivative-free optimal iterative methods
Recommended article: Derivative-free optimization: a review of algorithms and comparison of software implementations
Recommended article: Derivative-free optimization methods for finite minimax problems
Recommended article: Derivative-free optimization methods
Recommended article: Benchmarking Derivative-Free Optimization Algorithms
Recommended article: A unified approach for deriving optimal finite differences
Recommended article: A Derivative-Free Method for Structured Optimization Problems
Recommended article: Theoretical optimization of finite difference schemes
published in: Optimization Methods \& Software
description: scientific article; zbMATH DE number 7663260