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Adaptive Finite-Difference Interval Estimation for Noisy Derivative-Free Optimization

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Bibliographic Details
Published in:SIAM journal on scientific computing 2022-01, Vol.44 (4), p.A2302-A2321
Main Authors: Shi, Hao-Jun Michael, Xie, Yuchen, Xuan, Melody Qiming, Nocedal, Jorge
Format: Article
Language:English
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ISSN:1064-8275
1095-7197
DOI:10.1137/21M1452470