Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/13699
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Vicente, L. N. | - |
dc.date.accessioned | 2010-08-24T12:45:50Z | - |
dc.date.available | 2010-08-24T12:45:50Z | - |
dc.date.issued | 2010 | - |
dc.identifier.citation | Pré-Publicações DMUC. 10-17 (2010) | en_US |
dc.identifier.uri | https://hdl.handle.net/10316/13699 | - |
dc.description.abstract | In this paper we prove that direct search of directional type shares the worst case complexity bound of steepest descent when sufficient decrease is imposed using a quadratic function of the step size parameter. This result is proved under smoothness of the objective function and using a framework of the type of GSS (generating set search). We also discuss the worst case complexity of direct search when only simple decrease is imposed and when the objective function is non-smooth. | en_US |
dc.language.iso | eng | en_US |
dc.publisher | Centro de Matemática da Universidade de Coimbra | en_US |
dc.rights | openAccess | en_US |
dc.subject | Derivative-free optimization | en_US |
dc.subject | Direct search | en_US |
dc.subject | Worst case complexity | en_US |
dc.subject | Sufficient decrease | en_US |
dc.title | Worst case complexity of direct search | en_US |
dc.type | preprint | en_US |
degois.publication.issue | 10-17 | en_US |
degois.publication.location | Coimbra | en_US |
degois.publication.title | Pré-Publicações DMUC | en_US |
item.openairecristype | http://purl.org/coar/resource_type/c_816b | - |
item.openairetype | preprint | - |
item.cerifentitytype | Publications | - |
item.grantfulltext | open | - |
item.fulltext | Com Texto completo | - |
item.languageiso639-1 | en | - |
crisitem.author.orcid | 0000-0003-1097-6384 | - |
Appears in Collections: | FCTUC Matemática - Vários |
Files in This Item:
File | Description | Size | Format | |
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Worst case complexity of direct search.pdf | 167.64 kB | Adobe PDF | View/Open |
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