Name
Abstract | ||
|---|---|---|
In this paper, starting from the study of the common elements that some globally convergent direct search methods share, a general convergence theory is established for unconstrained minimization methods employing only function values. The introduced convergence conditions are useful for developing and analyzing new derivative-free algorithms with guaranteed global convergence. As examples, we describe three new algorithms which combine pattern and line search approaches. |
Year | DOI | Venue |
|---|---|---|
2002 | 10.1137/S1052623497330392 | SIAM Journal on Optimization |
Keywords | Field | DocType |
unconstrained minimization method,unconstrained optimization,global convergence,new derivative-free algorithm,convergence condition,new algorithm,general convergence theory,convergent direct search method,guaranteed global convergence,function value,common element,line search approach,derivative-free methods,constrained optimization | Convergence (routing),Mathematical optimization,Quadratic unconstrained binary optimization,Direct search,Minification,Line search,Symbolic convergence theory,Derivative (finance),Mathematics | Journal |
Volume | Issue | ISSN |
13 | 1 | 1052-6234 |
Citations | PageRank | References |
36 | 3.18 | 4 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Stefano Lucidi | 1 | 785 | 78.11 |
| Marco Sciandrone | 2 | 168 | 14.06 |