swMATH ID: 4814
Software Authors: Kelley, C. T.
Description: Implicit filtering is a way to solve bound-constrained optimization problems for which derivative information is not available. Unlike methods that use interpolation to reconstruct the function and its higher derivatives, implicit filtering builds upon coordinate search and then interpolates to get an approximation of the gradient. Implicit Filtering describes the algorithm, its convergence theory and a new MATLAB implementation. It is unique for being the only book in the area of derivative-free or sampling methods to be accompanied by publicly available software. It includes an overview of recent results on optimization of noisy functions, including results that depend on non-smooth analysis and results on the handling of constraints. This book is for graduate students who want to learn about this technology, scientists and engineers who wish to apply the methods to their problems and specialists who will use the ideas and the software from this book in their own research.
Homepage: http://www4.ncsu.edu/~ctk/imfil.html
Programming Languages: MATLAB
Operating Systems: None
Dependencies: None
Keywords: derivative-free optimization; bound-constrained optimization; sampling
Related Software: KELLEY; DFO; NOMAD; OrthoMADS; NEWUOA; MultiMin; UOBYQA; SNOBFIT; MCS; PSwarm; WEDGE; DFL; SDBOX; EGO; BOBYQA; Matlab; SifDec; CUTEr; BRENT; fminsearch
Cited in: 45 Publications

Standard Articles

1 Publication describing the Software, including 1 Publication in zbMATH Year
Implicit filtering. Zbl 1246.68017
Kelley, C. T.
all top 5

Cited by 91 Authors

6 Kelley, Carl T.
3 Byrd, Richard H.
3 Hare, Warren L.
3 Nocedal, Jorge
3 Vicente, Luis Nunes
2 Berahas, Albert S.
2 Chen, Xiaojun
2 Jarry-Bolduc, Gabriel
2 Larson, Jeffrey
2 Regis, Rommel G.
2 Sahinidis, Nikolaos V.
2 Santos, Sandra Augusta
2 Scheinberg, Katya
2 Wild, Stefan M.
2 Xie, Yuchen
2 Zhang, Zaikun
1 Aoki, Yasunori
1 Aponte, Hugo
1 Arnold, Dirk V.
1 Bersini, Hugues
1 Beyer, Hans-Georg
1 Bortz, David M.
1 Cao, Liyuan
1 Carter, Richard G.
1 Chakraborty, Suvra Kanti
1 Conn, Andrew Roger
1 Coope, Ian D.
1 Cores, Debora
1 Cornelio, Anastasia
1 Custódio, Ana Luísa
1 Day, Marcus S.
1 Dedoncker, Sander
1 Desmet, Wim
1 Diniz-Ehrhardt, Maria Aparecida
1 Do, Sy T.
1 Dolinskaya, Irina S.
1 Eslinger, O. J.
1 Ferreira, Daniel Gil
1 Gablonsky, Joerg M.
1 Gal, Raviv
1 Ganapathy, Kanthaswamy
1 Gärtner, Bernd
1 Gratton, Serge
1 Grippo, Luigi
1 Haber, Eldad
1 Hagstrom, Thomas M.
1 Hare, W.
1 Hayami, Ken
1 Hintermüller, Michael
1 Irwin, Brian
1 Jenkins, Eleanor W.
1 Jerome, Jovitha
1 Kavanagh, Kathleen Rose
1 Kolda, Tamara Gibson
1 LaLonde, Scott M.
1 Lewis, Robert Michael
1 Loli Piccolomini, Elena
1 Loreto, Milagros C.
1 Maggiar, Alvaro
1 Menickelly, Matt
1 Müller, Christian L.
1 Müller, Juliane
1 Naets, Frank
1 Nagy, James Gerard
1 Nutini, Julie
1 Olufsen, Mette Sofie
1 Ottesen, Johnny Tom
1 Panda, Geetanjali
1 Patrick, Alton
1 Planiden, Chayne
1 Ploskas, Nikolaos
1 Raydan, Marcos
1 Reynolds, Albert C. jun.
1 Ribeiro, Ademir Alves
1 Rinaldi, Francesco
1 Rios, Luis Miguel
1 Royer, Clément W.
1 Sachine, Mael
1 Saleh, Bilal
1 Sauk, Benjamin
1 Shi, Hao-Jun Michael
1 Staum, Jeremy
1 Stich, Sebastian U.
1 Sugiyama, Yuichi
1 Tappenden, Rachael
1 Torczon, Virginia J.
1 Toshimoto, Kota
1 Vanden Berghen, Frank
1 Wächter, Andreas
1 Xu, Fengmin
1 Ziv, Avi

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