571 citations · 585 across the 10 of their papers we have counts for
3 papers · 2 filters
Constrained Optimization in the Presence of Noise
Figen Oztoprak, Richard Byrd, Jorge Nocedal
The problem of interest is the minimization of a nonlinear function subject to nonlinear equality constraints using a sequential quadratic programming (SQP) method. The minimizatio…
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…