Stochastic derivative-free optimization using a trust region framework
نویسندگان
چکیده
منابع مشابه
Stochastic derivative-free optimization using a trust region framework
This paper presents a trust region algorithm to minimize a function f when one has access only to noise-corrupted function values f̄ . The model-based algorithm dynamically adjusts its step length, taking larger steps when the model and function agree and smaller steps when the model is less accurate. The method does not require the user to specify a fixed pattern of points used to build local m...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2016
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-016-9827-z