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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| Other Authors: | , |
| Format: | other |
| Language: | eng |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10316/11216 |
| Country: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/11216 |