Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods
Work
Year: 2019
Type: article
Abstract: 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 employs an adaptive p... more
Source: SIAM Journal on Optimization
Institutions University of Colorado System, University of Colorado Boulder, Management Sciences (United States)
Cites: 26
Cited by: 78
Related to: 10
FWCI: 11.66
Citation percentile (by year/subfield): 99.95
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Funders National Science Foundation, U.S. Department of Energy, Defense Advanced Research Projects Agency
Grant IDS DMS-1620070, DE-FG02-87ER25047, N660011824026