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The functions depend on few variables (some hundred at most). An SLP method with estimation of gradients by linear interpolation of the individual functions on moving simplices,l_infinity exact penalty function as merit function. Inequality constraints only. M. Powell’s paper on Direct Search Methods (Source: http://plato.asu.edu)

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References in zbMATH (referenced in 34 articles )

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  1. Gnandt, Christian; Callies, Rainer: CGRS -- an advanced hybrid method for global optimization of continuous functions closely coupling extended random search and conjugate gradient method (2018)
  2. Zhou, Zhe; Bai, Fusheng: An adaptive framework for costly black-box global optimization based on radial basis function interpolation (2018)
  3. Hare, W.: Compositions of convex functions and fully linear models (2017)
  4. Huang, Xiaojin; Zhu, Detong: An interior affine scaling cubic regularization algorithm for derivative-free optimization subject to bound constraints (2017)
  5. Regis, Rommel G.; Wild, Stefan M.: CONORBIT: constrained optimization by radial basis function interpolation in trust regions (2017)
  6. Wang, Jueyu; Zhu, Detong: Derivative-free restrictively preconditioned conjugate gradient path method without line search technique for solving linear equality constrained optimization (2017)
  7. Powell, M. J. D.: On fast trust region methods for quadratic models with linear constraints (2015)
  8. Yuan, Ya-xiang: Recent advances in trust region algorithms (2015)
  9. Böckle, Gebhard: Cohomological theory of crystals over function fields and applications (2014)
  10. Zhang, Zaikun: Sobolev seminorm of quadratic functions with applications to derivative-free optimization (2014)
  11. Zhou, Qinghua; Geng, Yan: Revising two trust region subproblems for unconstrained derivative free methods (2014)
  12. Bandeira, Michael Martin A. S.; Scheinberg, K.; Vicente, L. N.: Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization (2012)
  13. Zhang, Hongchao; Conn, Andrew R.: On the local convergence of a derivative-free algorithm for least-squares minimization (2012)
  14. Arouxét, Ma. Belén; Echebest, Nélida; Pilotta, Elvio A.: Active-set strategy in Powell’s method for optimization without derivatives (2011)
  15. Liu, Qunfeng: Two minimal positive bases based direct search conjugate gradient methods for computationally expensive functions (2011)
  16. Begin, T.; Baynat, B.; Sourd, F.; Brandwajn, A.: A DFO technique to calibrate queueing models (2010)
  17. Cipollini, Fabrizio; Gallo, Giampiero M.: Automated variable selection in vector multiplicative error models (2010)
  18. Abramson, Mark A.; Audet, Charles; Dennis, J. E. jun.; Le Digabel, Sébastien: OrthoMADS: A deterministic MADS instance with orthogonal directions (2009)
  19. Conn, Andrew R.; Scheinberg, Katya; Vicente, Luís N.: Global convergence of general derivative-free trust-region algorithms to first- and second-order critical points (2009)
  20. Regis, Rommel G.; Shoemaker, Christine A.: Parallel stochastic global optimization using radial basis functions (2009)

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