Using Sampling and Simplex Derivatives in Pattern Search Methods.

Ana Luísa Custódio Luís Nunes Vicente

Published in: SIAM J. Optim. (2007)

Keyphrases

higher order
monte carlo
convergence analysis
random sampling
global convergence
sampling algorithm
sampling strategies
simplex algorithm
linear programming
probabilistic model
sample size
particle swarm optimization
sampling methods
sampled data
sampling strategy
active learning
information retrieval