Recent progress in unconstrained nonlinear optimization without derivatives Export

@article{conn1997, abstract = {Abstract\ \ We present an introduction to a new class of derivative free methods for unconstrained optimization. We start by discussing the motivation for such methods and why they are in high demand by practitioners. We then review the past developments in this field, before introducing the features that characterize the newer algorithms. In the context of a trust region framework, we focus on techniques that ensure a suitable ” geometric quality” of the considered models. We then outline the class of algorithms based on these techniques, as well as their respective merits. We finally conclude the paper with a discussion of open questions and perspectives.}, author = {Conn, A. and Scheinberg, K. and Toint, Ph}, citeulike-article-id = {2086183}, citeulike-linkout-0 = {http://portal.acm.org/citation.cfm?id=263218.263266}, citeulike-linkout-1 = {http://dx.doi.org/10.1007/BF02614326}, day = {29}, doi = {10.1007/BF02614326}, journal = {Mathematical Programming}, keywords = {dfo, optimisation}, month = {October}, number = {1}, pages = {397--414}, posted-at = {2008-02-26 11:16:12}, priority = {2}, title = {Recent progress in unconstrained nonlinear optimization without derivatives}, url = {http://dx.doi.org/10.1007/BF02614326}, volume = {79}, year = {1997} }

TY - JOUR ID - conn1997 L3 - citeulike-article-id:2086183 N2 - Abstract  We present an introduction to a new class of derivative free methods for unconstrained optimization. We start by discussing the motivation for such methods and why they are in high demand by practitioners. We then review the past developments in this field, before introducing the features that characterize the newer algorithms. In the context of a trust region framework, we focus on techniques that ensure a suitable “geometric quality” of the considered models. We then outline the class of algorithms based on these techniques, as well as their respective merits. We finally conclude the paper with a discussion of open questions and perspectives. IS - 1 JF - Mathematical Programming EP - 414 TI - Recent progress in unconstrained nonlinear optimization without derivatives VL - 79 SP - 397 KW - dfo KW - optimisation AU - Conn, A AU - Scheinberg, K AU - Toint, Ph PY - 1997/10/29/ UR - http://dx.doi.org/10.1007/BF02614326 ER -