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A pattern search and implicit filtering algorithm for solving linearly constrained minimization problems with noisy objective functions |
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| Authors: | M A Diniz-Ehrhardt D G Ferreira |
| Affiliation: | Institute of Mathematics, University of Campinas, S?o Paulo, Brazil |
| Abstract: | |
| Keywords: | Derivative-free optimization linearly constrained minimization noisy optimization global convergence degenerate constraints numerical experiments |