Trust-Region Methods for the Derivative-Free Optimization of Nonsmooth Black-Box Functions
Authors:
- Giampaolo LiuzziGLGiampaolo Liuzzi
- Stefano LucidiSLStefano Lucidi
- Francesco RinaldiFRFrancesco Rinaldi
- Luis Nunes VicenteLVLuis Nunes Vicente
- 1 January 2019
- journal article
- research article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Optimization
- Vol. 29 (4) , 3012-3035
Abstract
In this paper we study the minimization of a nonsmooth black-box type function, without assuming any access to derivatives or generalized derivatives and without any knowledge about the analytical ...Keywords
Funding Information
- Fundação para a Ciência e a Tecnologia (UID/MAT/00324/2019, P2020 SAICTPAC/0011/2015)
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