A pattern search and implicit filtering algorithm for solving linearly constrained minimization problems with noisy objective functions
Author:
Affiliation:
1. Institute of Mathematics, University of Campinas, São Paulo, Brazil
Funder
Fundação de Amparo à Pesquisa do Estado de São Paulo
Conselho Nacional de Desenvolvimento Científico e Tecnológico
Publisher
Informa UK Limited
Subject
Applied Mathematics,Control and Optimization,Software
Link
https://www.tandfonline.com/doi/pdf/10.1080/10556788.2018.1464570
Reference31 articles.
1. Pattern search in the presence of degenerate linear constraints
2. On the Resolution of the Generalized Nonlinear Complementarity Problem
3. Analysis of Generalized Pattern Searches
4. A Progressive Barrier for Derivative-Free Nonlinear Programming
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