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20172021
most citedConstrained Optimization in the Presence of Noise

1 citations · 1 across the 2 of their papers we have counts for

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math.OC2018

Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods

Albert S. Berahas, Richard H. Byrd, Jorge Nocedal

This paper presents a finite difference quasi-Newton method for the minimization of noisy functions. The method takes advantage of the scalability and power of BFGS updating, and e…