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https://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 | Citation: | Pré-Publicações DMUC. 10-17 (2010) | Serial title, monograph or event: | Pré-Publicações DMUC | Issue: | 10-17 | Place of publication or event: | Coimbra | 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: | https://hdl.handle.net/10316/13699 | Rights: | openAccess |
Appears in Collections: | FCTUC Matemática - Vários |
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Worst case complexity of direct search.pdf | 167.64 kB | Adobe PDF | View/Open |
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