Augustin, F.
- NOWPAC: A provably convergent derivative-free nonlinear optimizer with path-augmented constraints
2014/03/08 by F. Augustin, Youssef Marzouk, Augustin, F. +1 · 1 citation
Computer Science · Engineering · Mathematics · #90C30 #90C56 #Advanced Control Systems Optimization #Advanced Optimization Algorithms Research #FOS: Mathematics #G.1.6 #Optimization and Control (math.OC) #Polynomial and algebraic computation
- A trust-region method for derivative-free nonlinear constrained stochastic optimization
2017/03/12 by F. Augustin, Menhorn, F., Augustin, F. +3 · 1 citation
Computer Science · Mathematics · Decision Sciences · #Advanced Multi-Objective Optimization Algorithms #Advanced Optimization Algorithms Research #Risk and Portfolio Optimization