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Active-set strategy in Powell's method for optimization without derivatives
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Active-set strategy in Powell's method for optimization without derivatives
Arouxet, Maria Belen et al · Sociedade Brasileira de Matemática Aplicada e Computacional · 2011 · ISSN 0101-8205
In this article we present an algorithm for solving bound constrained optimization problems without derivatives based on Powell´s method [38] for derivative-free optimization. First we consider the unconstrained optimiz...
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