
KELLEY
 Referenced in 609 articles
[sw04829]
 part, occupying approximately 100 pages, is devoted to the optimization of smooth functions. The methods ... also second order derivatives of the objective function. The first part contains five chapters ... which is approximately 50 pages long, deals with the optimization of noisy functions. Such optimization ... approximations of the gradient, which are adjusted to the noise level in the function. Direct...

OPQ
 Referenced in 388 articles
[sw11881]
 Computation and approximation. Orthogonal polynomials are a widely used class of mathematical functions that...

CompEcon
 Referenced in 49 articles
[sw04789]
 integrated set of routines for function approximation using polynomial, splines and other functional families...

TANE
 Referenced in 38 articles
[sw02196]
 TANE: An efficient algorithm for discovering functional and approximate dependencies. environments. The discovery of functional ... values, which makes testing the validity of functional dependencies fast even for a large number ... partitions also makes the discovery of approximate functional dependencies easy and efficient and the erroneous...

CMAES
 Referenced in 109 articles
[sw05063]
 model of the underlying objective function similar to the approximation of the inverse Hessian matrix ... nature of the underlying objective function are made. Only the ranking between candidate solutions...

EGO
 Referenced in 362 articles
[sw07588]
 data collected by evaluating the objective function at a few points. Then, EGO balances between ... minimum of the surface and improving the approximation by sampling where the prediction error...

UOBYQA
 Referenced in 64 articles
[sw07576]
 UOBYQA: unconstrained optimization by quadratic approximation. A new algorithm for general unconstrained optimization calculations ... account of the curvature of the objective function by forming quadratic models by interpolation. Obviously ... interpolation point is moved. The Lagrange functions assist the procedure that improves the model ... error of the quadratic approximation of the function being minimized. It is pointed out that...

AutoClass
 Referenced in 68 articles
[sw26092]
 classifications with an approximate posterior probability of the distribution function w.r.t. the data, obtained ... marginalizing over all the parameters. Approximation is necessitated by the computational complexity of the joint ... rating allows direct comparison of alternate density functions that differ in number of classes and/or ... individual class density functions. We discuss the rationale behind our approach to classification. We give...

SincPack
 Referenced in 71 articles
[sw13600]
 This book deals with the approximation by sinc functions and the application to the numerical...

Approxrl
 Referenced in 31 articles
[sw14312]
 contains Matlab implementations of a number of approximate reinforcement learning (RL) and dynamic programming ... Reinforcement Learning and Dynamic Programming Using Function Approximators, CRC Press, Automation and Control Engineering Series...

SNOPT
 Referenced in 523 articles
[sw02300]
 that uses a smooth augmented Lagrangian merit function and makes explicit provision for infeasibility ... based on a limitedmemory quasiNewton approximation to the Hessian of the Lagrangian...

GAMESS
 Referenced in 38 articles
[sw03002]
 approaches, as well as the Density Functional Theory approximation. Excited states can be computed...

CONLIN
 Referenced in 47 articles
[sw14151]
 first order, conservative approximations to the objective function and to the constraints. The primary optimization ... therefore replaced with a sequence of explicit approximate problems having a simple algebraic structure ... CONLIN strategy. The maximum of the dual function is sought in a sequence of dual ... itself replaced with a sequence of approximate quadratic subproblems with nonnegativity constraints...

Chebfun2
 Referenced in 35 articles
[sw12708]
 rank approximants), where u(y) and v(x) are univariate functions which in turn ... Chebfun objects. The socalled low rank approximations are constructed using an iterative algorithm that ... functions of two variables is of low rank or can be approximated...

MLMSRBF
 Referenced in 40 articles
[sw07571]
 global optimization of computationally expensive multimodal functions when derivatives are unavailable. The proposed Stochastic Response ... response surface model to approximate the expensive function and identifies a promising point for function...

HSLVF05
 Referenced in 66 articles
[sw36311]
 Lanczos method. The approximate minimization of a quadratic function within an ellipsoidal trust region...

PROC NLMIXED
 Referenced in 65 articles
[sw11039]
 their approximate standard errors based on the second derivative matrix of the likelihood function. PROC ... estimate arbitrary functions of the nonrandom parameters, and PROC NLMIXED computes their approximate standard errors...

Spinterp
 Referenced in 38 articles
[sw00902]
 recover or approximate smooth multivariate functions, sparse grids are superior to full grids...

MISER3
 Referenced in 81 articles
[sw04190]
 controls are approximated by piecewise constant or piecewise linear (continuous) functions defined on suitable partitions...

SURROGATES
 Referenced in 16 articles
[sw07575]
 generalpurpose MATLAB library of multidimensional function approximation and optimization methods. The current version includes...