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TRDF - Trust Region Derivative-Free algorithm

References

  • P. D. Conejo, E. Karas, and L. G. Pedroso, "A trust-region derivative-free algorithm for constrained optimization", Optim. Methods Softw., vol. 30, no. 6, pp. 1126–1145, Nov. 2015. Supplementary Material
  • P. D. Conejo, E. W. Karas, L. G. Pedroso, A. A. Ribeiro, and M. Sachine, “Global convergence of trust-region algorithms for convex constrained minimization without derivatives,” Appl. Math. Comput., vol. 220, no. 0, pp. 324–330, 2013.

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Trust Region Derivative-Free algorithm

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