A filter trust-region algorithm for unconstrained optimization with strong global convergence properties
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References listed on IDEAS
- Syberfeldt, Anna & Ng, Amos & John, Robert I. & Moore, Philip, 2010. "Evolutionary optimisation of noisy multi-objective problems using confidence-based dynamic resampling," European Journal of Operational Research, Elsevier, vol. 204(3), pages 533-544, August.
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KeywordsUnconstrained optimization; Filter methods; Trust-region algorithms;
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