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UOBYQA: unconstrained optimization by quadratic approximation

✍ Scribed by M.J.D. Powell


Book ID
106276208
Publisher
Springer-Verlag
Year
2002
Tongue
English
Weight
267 KB
Volume
92
Category
Article
ISSN
0025-5610

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Unconstrained derivative-free optimizati
✍ ÁrpΓ‘d BΕ±rmen; Tadej Tuma πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 912 KB

We present an algorithmic framework for unconstrained derivative-free optimization based on dividing the search space in regions (partitions). Every partition is assigned a representative point. The representative points form a grid. A piecewiseconstant approximation to the function subject to optim