2 papers
math.OC2026
A Finite-Difference Trust-Region Method for Convexly Constrained Smooth Optimization
Dânâ Davar, Geovani Nunes Grapiglia
We propose a derivative-free trust-region method based on finite-difference gradient approximations for smooth optimization problems with convex constraints. For nonconvex problems…
math.OC2024
TRFD: A derivative-free trust-region method based on finite differences for composite nonsmooth optimization
Dânâ Davar, Geovani Nunes Grapiglia
In this work we present TRFD, a derivative-free trust-region method based on finite differences for minimizing composite functions of the form , where is a black-…