A pattern search and implicit filtering algorithm for solving linearly constrained minimization problems with noisy objective functions

Authors :: M. A. Diniz-Ehrhardt
Sandra A. Santos
D. G. Ferreira
Source :: Optimization Methods and Software. 34:827-852
Publication Year :: 2018
Publisher :: Informa UK Limited, 2018.
Abstract: PSIFA – Pattern Search and Implicit Filtering Algorithm – is a derivative-free algorithm that has been designed for linearly constrained problems with noise in the objective function. It combines s...

Subjects :: 021103 operations research
Control and Optimization
Applied Mathematics
0211 other engineering and technologies
020206 networking & telecommunications
02 engineering and technology
Pattern search
Noise
Derivative-free optimization
0202 electrical engineering, electronic engineering, information engineering
Minification
Algorithm
Software
Mathematics

Full Text Access

Tools