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This paper provides a block coordinate descent algorithm to solve unconstrained optimization problems.
A simplex method for function minimization
J. A. Nelder and R. Mead · 1965
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Convergence properties of the Nelder-Mead simplex method in low dimensions
Jeffrey C. Lagarias, James A. Reeds, Margaret H. Wright, and Paul E. Wright · 1998
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Trust region methods
Andrew R Conn, Nicholas IM Gould, and Ph L Toint · 2000
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Analysis of generalized pattern searches
Charles Audet and John E Dennis Jr · 2002
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Convex optimization
Stephen Poythress Boyd and Lieven Vandenberghe · 2004
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Online convex optimization in the bandit setting: Gradient descent without a gradient
A. D. Flaxman, A. T. Kalai, and H. B. McMahan · 2005
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Introduction to derivative-free optimization
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Algorithmic connections between active learning and stochastic convex optimization
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Derivative-free optimization: A review of algorithms and comparison of software implementations
Luis Miguel Rios and Nikolaos V Sahinidis · 2013
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R: A Language and Environment for Statistical Computing
R Core Team · 2014
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