Model-Based Derivative-Free Methods for Convex-Constrained Optimization
- 13 October 2022
- journal article
- research article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Optimization
- Vol. 32 (4) , 2552-2579
Abstract
We present a model-based derivative-free method for optimization subject to general convex constraints, which we assume are unrelaxable and accessed only through a projection operator that is cheap...Keywords
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