Worst case complexity of direct search
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 shares the worst case complexity bound of steepest descent for the unconstrained minimization of a smooth function, more precisely that the number of...
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| Format: | article |
| Language: | eng |
| Published: |
2013
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| Online Access: | http://hdl.handle.net/10316/45707 |
| Country: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/45707 |