Please use this identifier to cite or link to this item: http://hdl.handle.net/10316/13699
Title: Worst case complexity of direct search
Authors: Vicente, L. N. 
Keywords: Derivative-free optimization; Direct search; Worst case complexity; Sufficient decrease
Issue Date: 2010
Publisher: Centro de Matemática da Universidade de Coimbra
Keywords: Derivative-free optimization; Direct search; Worst case complexity; Sufficient decrease
Issue Date: 2010
Publisher: Centro de Matemática da Universidade de Coimbra
Citation: Pré-Publicações DMUC. 10-17 (2010)
Abstract: 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 of the type of GSS (generating set search). We also discuss the worst case complexity of direct search when only simple decrease is imposed and when the objective function is non-smooth.
URI: http://hdl.handle.net/10316/13699
Rights: openAccess
Appears in Collections:FCTUC Matemática - Vários

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