Incorporating minimum Frobenius norm models in direct search

The goal of this paper is to show that the use of minimum Frobenius norm quadratic models can improve the performance of direct-search methods. The approach taken here is to maintain the structure of directional direct-search methods, organized around a search and a poll step, and to use the set of...

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Detalhes bibliográficos
Autor principal: Custódio, Ana Luísa (author)
Outros Autores: Rocha, Humberto (author), Vicente, Luís Nunes (author)
Formato: other
Idioma:eng
Publicado em: 2008
Assuntos:
Texto completo:http://hdl.handle.net/10316/11216
País:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/11216