Derivative-Free Optimization: some important publications
Date (yyyy/mm/dd) Title Authors
1995-09-12 An algorithm using quadratic interpolation for unconstrained DFO Conn, Toint
1996-12-17 On the convergence of DF Methods for unconstrained optimization Conn, Scheinberg, Toint
1997-04-24 Recent progress in unconstrained nonlinear optimization without derivatives Conn, Scheinberg, Toint
1998-07-07 A DFO algorithm in practice Conn, Scheinberg, Toint
2000-10-26 Wedge Trust Region Methods for Derivative Free Optimization Marazzi, Nocedal
2006-10-26 Global Convergence of general DF TR Algorithms to first and second order critical points Conn, Scheinberg, Vicente
2007 SID-PSM: A pattern search method guided by simplex derivatives for use in DFO Custodio, Vicente
Derivative-Free Optimization Algorithms sites:
https://projects.coin-or.org/Dfo
http://www-unix.mcs.anl.gov/~more/dfo/index.html
http://www.mat.uc.pt/~cmuc/lcm/dfo.html
http://www.mat.uc.pt/~lnv/dfo.html
Date (yyyy/mm/dd) Title Authors
1995-09-12 An algorithm using quadratic interpolation for unconstrained DFO Conn, Toint
1996-12-17 On the convergence of DF Methods for unconstrained optimization Conn, Scheinberg, Toint
1997-04-24 Recent progress in unconstrained nonlinear optimization without derivatives Conn, Scheinberg, Toint
1998-07-07 A DFO algorithm in practice Conn, Scheinberg, Toint
2000-10-26 Wedge Trust Region Methods for Derivative Free Optimization Marazzi, Nocedal
2006-10-26 Global Convergence of general DF TR Algorithms to first and second order critical points Conn, Scheinberg, Vicente
2007 SID-PSM: A pattern search method guided by simplex derivatives for use in DFO Custodio, Vicente
Derivative-Free Optimization Algorithms sites:
https://projects.coin-or.org/Dfo
http://www-unix.mcs.anl.gov/~more/dfo/index.html
http://www.mat.uc.pt/~cmuc/lcm/dfo.html
http://www.mat.uc.pt/~lnv/dfo.html