Derivative free numerical algorithms for optimization

Project: Research

Description

The project's purpose is to design new algorithms for numerical optimization, that do not use the problem function's derivatives nor attempt to explicitly approximative them. The resulting algorithms should be relatively insensitive to noise on the function values.
AcronymDFO
StatusActive
Effective start/end date1/03/94 → …

Keywords

  • noisy functions
  • derivative free methods
  • numerical optimization
  • multivariate interpolation
  • trust regions
  • simulation
  • algorithms