Direct search based on probabilistic feasible descent for bound and linearly constrained problems

Direct search is a methodology for derivative-free optimization whose iterations are characterized by evaluating the objective function using a set of polling directions. In deterministic direct search applied to smooth objectives, these directions must somehow conform to the geometry of the feasibl...

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Bibliographic Details
Main Author: Gratton, Serge (author)
Other Authors: Royer, Clément W (author), Vicente, Luís Nunes (author), Zhang, Zaikun (author)
Format: article
Language:eng
Published: 2019
Subjects:
Derivative-free optimization; Direct-search methods; Bound constraints; Linear constraints; Feasible descent; Probabilistic feasible descent; Worst-case complexity
Online Access:http://hdl.handle.net/10316/89442
Country:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/89442

Internet

http://hdl.handle.net/10316/89442

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