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math.OC2024
A Trust-Region Algorithm for Noisy Equality Constrained Optimization
Shigeng Sun, Jorge Nocedal
This paper introduces a modified Byrd-Omojokun (BO) trust region algorithm to address the challenges posed by noisy function and gradient evaluations. The original BO method was de…
math.OC2024
Design Guidelines for Noise-Tolerant Optimization with Applications in Robust Design
Yuchen Lou, Shigeng Sun, Jorge Nocedal
The development of nonlinear optimization algorithms capable of performing reliably in the presence of noise has garnered considerable attention lately. This paper advocates for st…