Effective matrix adaptation strategy for noisy derivative-free optimization

Original language	English
Pages (from-to)	459-501
Journal	Mathematical Programming Computation
Volume	16
Publication status	Published - 9 Jul 2024

Austrian Fields of Science 2012

• 101016 Optimisation
• 101014 Numerical mathematics
• 102022 Software development

Access to Document

• http://dx.doi.org/10.1007/s12532-024-00261-z

Projects

• 1 Finished

Projects per year

• Derivative-Free Optimization (DFO)

  Neumaier, A.

  18/03/21 → 17/03/23

  Project: Research funding

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Kimiaei, M., & Neumaier, A. (2024). Effective matrix adaptation strategy for noisy derivative-free optimization. Mathematical Programming Computation, 16, 459-501. http://dx.doi.org/10.1007/s12532-024-00261-z

Kimiaei, Morteza ; Neumaier, Arnold. / Effective matrix adaptation strategy for noisy derivative-free optimization. In: Mathematical Programming Computation. 2024 ; Vol. 16. pp. 459-501.

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title = "Effective matrix adaptation strategy for noisy derivative-free optimization",

author = "Morteza Kimiaei and Arnold Neumaier",

year = "2024",

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language = "English",

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Kimiaei, M & Neumaier, A 2024, 'Effective matrix adaptation strategy for noisy derivative-free optimization', Mathematical Programming Computation, vol. 16, pp. 459-501. <http://dx.doi.org/10.1007/s12532-024-00261-z>

Effective matrix adaptation strategy for noisy derivative-free optimization. / Kimiaei, Morteza; Neumaier, Arnold.

In: Mathematical Programming Computation, Vol. 16, 09.07.2024, p. 459-501.

Publications: Contribution to journal › Article › Peer Reviewed

TY - JOUR

T1 - Effective matrix adaptation strategy for noisy derivative-free optimization

AU - Kimiaei, Morteza

AU - Neumaier, Arnold

PY - 2024/7/9

Y1 - 2024/7/9

M3 - Article

VL - 16

SP - 459

EP - 501

JO - Mathematical Programming Computation

JF - Mathematical Programming Computation

SN - 1867-2949

ER -

Kimiaei M, Neumaier A. Effective matrix adaptation strategy for noisy derivative-free optimization. Mathematical Programming Computation. 2024 Jul 9;16:459-501.