Worst case complexity of direct search

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 o...

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Detalhes bibliográficos
Autor principal: Vicente, L. N. (author)
Formato: other
Idioma:eng
Publicado em: 2010
Assuntos:
Texto completo:http://hdl.handle.net/10316/13699
País:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/13699