8 citations · 8 across the 3 of their papers we have counts for
3 papers
A Feasible Method for Constrained Derivative-Free Optimization
Melody Qiming Xuan, Jorge Nocedal
This paper explores a method for solving constrained optimization problems when the derivatives of the objective function are unavailable, while the derivatives of the constraints…
Adaptive Finite-Difference Interval Estimation for Noisy Derivative-Free Optimization
Hao-Jun Michael Shi, Yuchen Xie, Melody Qiming Xuan +1
A common approach for minimizing a smooth nonlinear function is to employ finite-difference approximations to the gradient. While this can be easily performed when no error is pres…
On the Numerical Performance of Derivative-Free Optimization Methods Based on Finite-Difference Approximations
Hao-Jun Michael Shi, Melody Qiming Xuan, Figen Oztoprak +1
The goal of this paper is to investigate an approach for derivative-free optimization that has not received sufficient attention in the literature and is yet one of the simplest to…