Wedge trust region methods for derivative free optimization

A new method for derivative-free optimization is presented. It is designed for solving problems in which the objective function is smooth and the number of variables is moderate, but the gradient is not available. The method generates a model that interpolates the objective function at a set of samp...

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Veröffentlicht in:	Mathematical programming 2002-01, Vol.91 (2), p.289
Hauptverfasser:	Marazzi, Marcelo, Nocedal, Jorge
Format:	Artikel
Sprache:	eng
Schlagworte:	Approximation Linear algebra Methods Optimization Satellites
Online-Zugang:	Volltext
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