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Filtering by: Creator Xie, Yuchen Keyword derivative-free optimization Subject Computer science Subject Industrial engineering

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1. Methods for Nonlinear and Noisy Optimization

Description:: In this thesis, we aim to develop efficient algorithms with theoretical guarantees for noisy nonlinear optimization problems, with and without constraints, under various different assumptions. Apart from Chapter 1 which provides relevant backgrounds, the remaining of thesis is divided into four chapters. In Chapter 2, we establish the theoretical convergence...
Keyword:: LBFGS, BFGS, noisy optimization, nonlinear optimization, quasi-Newton, and derivative-free optimization
Subject:: Industrial engineering and Computer science
Creator:: Xie, Yuchen
Owner:: Scholarly Digital Publishing
Language:: en
Date Uploaded:: 10/07/2021
Date Created:: 2021-01-01
Resource Type:: Dissertation
Alternate Identifier:: etdadmin_upload_844865 and http://dissertations.umi.com/northwestern:15749