Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods-Reference-Cited by-同舟云学术

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Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods

Published:2019-01 Issue:2 Volume:29 Page:965-993
ISSN:1052-6234
Container-title:SIAM Journal on Optimization
language:en
Short-container-title:SIAM J. Optim.

Author:

Berahas Albert S.,Byrd Richard H.,Nocedal Jorge

Funder

Defense Advanced Research Projects Agency

National Science Foundation

U.S. Department of Energy

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Theoretical Computer Science,Software

Link

https://epubs.siam.org/doi/pdf/10.1137/18M1177718

Reference31 articles.

1. Mesh Adaptive Direct Search Algorithms for Constrained Optimization

2. COMPUTING FORWARD DIFFERENCE DERIVATIVES IN ENGINEERING OPTIMIZATION

3. A derivative-free comirror algorithm for convex optimization

4. Optimization Methods for Large-Scale Machine Learning

5. Superlinear Convergence and Implicit Filtering

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