Worst case complexity of direct search under convexity

DOI10.1007/s10107-014-0847-0zbMath1338.90462OpenAlexW1996491707WikidataQ58040489 ScholiaQ58040489MaRDI QIDQ5962720

M. Dodangeh, Luis Nunes Vicente

Publication date: 23 February 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-014-0847-0

zbMATH Keywords

convexityderivative-free optimizationdirect searchglobal ratesufficient decreaseworst case complexity

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items (12)

On the optimal order of worst case complexity of direct search ⋮ Efficient unconstrained black box optimization ⋮ A note on the worst-case complexity of nonlinear stepsize control methods for convex smooth unconstrained optimization ⋮ On the worst-case evaluation complexity of non-monotone line search algorithms ⋮ Worst-case evaluation complexity of a derivative-free quadratic regularization method ⋮ An indicator for the switch from derivative-free to derivative-based optimization ⋮ Worst-case complexity bounds of directional direct-search methods for multiobjective optimization ⋮ On the worst-case complexity of nonlinear stepsize control algorithms for convex unconstrained optimization ⋮ Stochastic Three Points Method for Unconstrained Smooth Minimization ⋮ Trust-Region Methods Without Using Derivatives: Worst Case Complexity and the NonSmooth Case ⋮ Derivative-free optimization methods ⋮ Direct Search Based on Probabilistic Descent

Uses Software

• CUTEr

Cites Work

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• CUTEr and SifDec
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