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A derivative-free descent method in set optimization
Computational Optimization and Applications, 2014zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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On second derivative-free zero finding methods
Proceedings of the 2010 American Control Conference, 2010High order root-finding algorithms are constructed from formulas for approximating higher order logarithmic and standard derivatives. These formulas are free of derivatives of second order or higher and use only function evaluation and/or first derivatives at multiple points. Richardson extrapolation technique is applied to obtain better approximations
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Convergence of derivative free iterative methods
Creative Mathematics and Informatics, 2019We present the local as well as the semi-local convergence of some iterative methods free of derivatives for Banach space valued operators. These methods contain the secant and the Kurchatov method as special cases. The convergence is based on weak hypotheses specializing to Lipschitz continuous or Holder continuous hypotheses.
IOANNIS K. ARGYROS, SANTHOSH GEORGE
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A drift‐free simulation method for pricing commodity derivatives
Applied Stochastic Models in Business and Industry, 2014Having in view the pricing of commodity derivatives in Libor Market Model (LMM) setting, we first analyze the set of basic rates we need to formulate the model by using the spanning tree concept taken from graph theory. Next, we present an efficient procedure for Monte Carlo simulation of the dynamics of the rates associated to LMM, avoiding the ...
Fernández, José Luis +2 more
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Derivative free optimization methods for optimizing stirrer configurations
European Journal of Operational Research, 2008zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ömür Ugur +3 more
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A Parallel, Asynchronous Method for Derivative-Free Nonlinear Programs
2006Derivative-free optimization algorithms are needed to solve real-world engineering problems that have computationally expensive and noisy objective function and constraint evaluations. In particular, we are focused on problems that involve running cumbersome simulation codes with run times measured in hours.
Joshua D. Griffin, Tamara G. Kolda
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Derivative-free methods in nonconvex optimization
Informatics and Control ProblemsThis paper discusses some new directions and results, obtained in joint work with Pham Duy Khanh (Ho Chi Minh City University of Education, Vietnam) and Dat Ba Tran (Rowan University, USA), for models of derivative-free optimization (DFO) with nonconvex data.
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