A discussion on variational analysis in derivative-free optimization (Q829491): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
(5 intermediate revisions by 2 users not shown) | |||
Property / describes a project that uses | |||
Property / describes a project that uses: BOBYQA / rank | |||
Normal rank | |||
Property / describes a project that uses | |||
Property / describes a project that uses: GradSamp / rank | |||
Normal rank | |||
Property / describes a project that uses | |||
Property / describes a project that uses: DFO-TRNS / rank | |||
Normal rank | |||
Property / describes a project that uses | |||
Property / describes a project that uses: MOIF / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s11228-020-00556-y / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3088043574 / rank | |||
Normal rank |
Revision as of 01:06, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A discussion on variational analysis in derivative-free optimization |
scientific article |
Statements
A discussion on variational analysis in derivative-free optimization (English)
0 references
6 May 2021
0 references
Derivative-Free Optimization (DFO) is the mathematical study of algorithms for continuous optimization that do not use first-order information. Thus, by definition, DFO studies algorithms that do not use derivatives, gradients, directional derivatives, subgradients, normal cones, tangent cones, etc. As such, it might seem that Variational Analysis would have limited value in DFO research. However, a study of DFO shows that this is a false conclusion. In fact, the many of the most successful DFO algorithms rely heavily on tools and results from Variational Analysis. In this paper, the author highlights some of this research and argue that Variational Analysis is a critical component to studying DFO.
0 references
derivative-free optimization
0 references
variational analysis
0 references
direct-search method
0 references
model-based methods
0 references
order-\(N\) accuracy
0 references