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Showing 1 to 1 of 1 for “"Noisy Objective Function"”.
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The Clarke Derivative and Set-Valued Mappings in the Numerical Optimization of Non-Smooth, Noisy Functions
… to minimization problems with non-smooth and noisy objective functions. After deriving a necessary condition for minimizers of such functions, we examine two unconstrained optimization routines. First, we prove new convergence theorems for Implicit Filtering and General Pattern Search. Then we …