A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling.
Alvaro MaggiarAndreas WächterIrina S. DolinskayaJeremy StaumPublished in: SIAM J. Optim. (2018)
Keyphrases
- trust region
- unconstrained optimization
- optimization algorithm
- optimization method
- optimal solution
- dynamic programming
- objective function
- search space
- least squares
- global optimum
- constrained optimization
- k means
- optimization methods
- levenberg marquardt
- line search
- evolutionary algorithm
- genetic algorithm
- image sequences