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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| Format: | other |
| Language: | eng |
| Published: |
2010
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| Online Access: | http://hdl.handle.net/10316/13699 |
| Country: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/13699 |