A direct search algorithm for optimization with noisy function evaluations

SIAM Journal on Optimization

Volumn 11, Issue 3, 2000, Pages 837-857

  Anderson, Edward J ^a   Ferris, Michael C ^b  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b University of Wisconsin   (United States)

Author keywords

Direct search; Noisy functions; Optimization

Indexed keywords

EID: 0035238776     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623496312848     Document Type: Article

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