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math.OC2021
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…
math.OC2021★ 8 cited
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…