Recent advances in trust region algorithms

Y Yuan - Mathematical Programming, 2015 - Springer
Trust region methods are a class of numerical methods for optimization. Unlike line search
type methods where a line search is carried out in each iteration, trust region methods …

Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO

F Boukouvala, R Misener, CA Floudas - European Journal of Operational …, 2016 - Elsevier
This manuscript reviews recent advances in deterministic global optimization for Mixed-
Integer Nonlinear Programming (MINLP), as well as Constrained Derivative-Free …

Derivative-free optimization methods

J Larson, M Menickelly, SM Wild - Acta Numerica, 2019 - cambridge.org
In many optimization problems arising from scientific, engineering and artificial intelligence
applications, objective and constraint functions are available only as the output of a black …

Heuristic computing with active set method for the nonlinear Rabinovich–Fabrikant model

Z Sabir, D Baleanu, SE Alhazmi, SB Said - Heliyon, 2023 - cell.com
The current study shows a reliable stochastic computing heuristic approach for solving the
nonlinear Rabinovich-Fabrikant model. This nonlinear model contains three ordinary …

Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization

AS Bandeira, K Scheinberg, LN Vicente - Mathematical programming, 2012 - Springer
Interpolation-based trust-region methods are an important class of algorithms for Derivative-
Free Optimization which rely on locally approximating an objective function by quadratic …

Model-based derivative-free optimization methods and software

TM Ragonneau - arXiv preprint arXiv:2210.12018, 2022 - arxiv.org
This thesis studies derivative-free optimization (DFO), particularly model-based methods
and software. These methods are motivated by optimization problems for which it is …

Least Norm Updating Quadratic Interpolation Model Function for Derivative-free Trust-region Algorithms

P Xie, Y Yuan - arXiv preprint arXiv:2302.12017, 2023 - arxiv.org
Derivative-free optimization methods are numerical methods for optimization problems in
which no derivative information is used. Such optimization problems are widely seen in …

Model-based derivative-free methods for convex-constrained optimization

M Hough, L Roberts - SIAM Journal on Optimization, 2022 - SIAM
We present a model-based derivative-free method for optimization subject to general convex
constraints, which we assume are unrelaxable and accessed only through a projection …

Methodologies and software for derivative-free optimization

AL Custódio, K Scheinberg… - Advances and trends in …, 2017 - baes.uc.pt
Derivative-free optimization (DFO) methods [502] are typically considered for the
minimization/maximization of functions for which the corresponding derivatives neither are …

A conjugate gradient like method for p-norm minimization in functional spaces

C Estatico, S Gratton, F Lenti, D Titley-Peloquin - Numerische Mathematik, 2017 - Springer
We develop an iterative algorithm to recover the minimum p-norm solution of the functional
linear equation Ax= b, A x= b, where A: X ⟶ Y\, A: X⟶ Y is a continuous linear operator …