Stochastic derivative-free optimization using a trust region framework

Convergence of Trust-Region Methods Based on Probabilistic Models

(2014) A. S. Bandeira et al.   SIAM JOURNAL ON OPTIMIZATION

Derivative-Free Optimization of Expensive Functions with Computational Error Using Weighted Regression

(2013) Stephen C. Billups et al.   SIAM JOURNAL ON OPTIMIZATION

Estimating Derivatives of Noisy Simulations

(2012) Jorge J. Moré et al.   ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE

Estimating Computational Noise

(2011) Jorge J. Moré et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

The effect of deterministic noise in subgradient methods

(2009) Angelia Nedić et al.   MATHEMATICAL PROGRAMMING

Benchmarking Derivative-Free Optimization Algorithms

(2009) Jorge J. Moré et al.   SIAM JOURNAL ON OPTIMIZATION