Worst case complexity of direct search under convexity
In this paper we prove that the broad class of direct-search methods of directional type, based on imposing sufficient decrease to accept new iterates, exhibits the same worst case complexity bound and global rate of the gradient method for the unconstrained minimization of a convex and smooth funct...
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| Format: | article |
| Language: | eng |
| Published: |
2016
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| Online Access: | http://hdl.handle.net/10316/45246 |
| Country: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/45246 |