On the construction of quadratic models for derivative-free trust-region algorithms
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DOI: 10.1007/s13675-017-0081-7
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References listed on IDEAS
- M. Powell, 2012. "On the convergence of trust region algorithms for unconstrained minimization without derivatives," Computational Optimization and Applications, Springer, vol. 53(2), pages 527-555, October.
- E. Gumma & M. Hashim & M. Ali, 2014. "A derivative-free algorithm for linearly constrained optimization problems," Computational Optimization and Applications, Springer, vol. 57(3), pages 599-621, April.
- Ernesto Birgin & Jan Gentil, 2012. "Evaluating bound-constrained minimization software," Computational Optimization and Applications, Springer, vol. 53(2), pages 347-373, October.
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Cited by:
- Charles Audet & Sébastien Le Digabel & Renaud Saltet, 2022. "Quantifying uncertainty with ensembles of surrogates for blackbox optimization," Computational Optimization and Applications, Springer, vol. 83(1), pages 29-66, September.
- Butyn, Emerson & Karas, Elizabeth W. & de Oliveira, Welington, 2022. "A derivative-free trust-region algorithm with copula-based models for probability maximization problems," European Journal of Operational Research, Elsevier, vol. 298(1), pages 59-75.
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Keywords
Derivative-free optimization; Trust region; Polynomial interpolation; Support vector regression;All these keywords.
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