Adaptive Finite-Difference Interval Estimation for Noisy Derivative-Free Optimization.
Hao-Jun Michael ShiYuchen XieMelody Qiming XuanJorge NocedalPublished in: SIAM J. Sci. Comput. (2022)
Keyphrases
- derivative free
- finite difference
- unconstrained optimization
- neural learning
- interval estimation
- gradient method
- finite element
- numerical solution
- optimization methods
- constrained optimization
- numerical analysis
- partial differential equations
- search methods
- fan beam
- global optimization
- collaborative filtering
- machine learning
- trust region
- multiresolution
- penalty function
- optimization method
- level set
- objective function
- genetic algorithm