Direct Search Based on Probabilistic Descent

DOI10.1137/140961602zbMath1327.90395DBLPjournals/siamjo/GrattonRVZ15OpenAlexW2098733422WikidataQ58040494 ScholiaQ58040494MaRDI QIDQ5502242

Zaikun Zhang, C. W. Royer, Serge Gratton, Luis Nunes Vicente

Publication date: 18 August 2015

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: http://oatao.univ-toulouse.fr/16987/1/gratton_16987.pdf

zbMATH Keywords

pollingderivative-free optimizationrandom directionsdirect-search methodspositive spanning setsprobabilistic descent

Mathematics Subject Classification ID

Abstract computational complexity for mathematical programming problems (90C60) Derivative-free methods and methods using generalized derivatives (90C56) Randomized algorithms (68W20)

Cites Work

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• Analysis of direct searches for discontinuous functions
• Globally convergent evolution strategies
• Worst case complexity of direct search
• A derivative-free nonmonotone line-search technique for unconstrained optimization
• Random gradient-free minimization of convex functions
• Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
• Efficiency of Coordinate Descent Methods on Huge-Scale Optimization Problems
• Convergence of Trust-Region Methods Based on Probabilistic Models
• Probability and Stochastics
• On the Convergence of Pattern Search Algorithms
• A note on a method for generating points uniformly on n -dimensional spheres
• Using Sampling and Simplex Derivatives in Pattern Search Methods
• Introduction to Derivative-Free Optimization
• Analysis of Generalized Pattern Searches
• On the Local Convergence of Pattern Search
• A Merit Function Approach for Direct Search
• CUTEr and SifDec
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• Theory of Positive Linear Dependence
• Probability
• Concentration of Measure for the Analysis of Randomized Algorithms
• Worst case complexity of direct search under convexity

Related Items (34)

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Uses Software

• CUTEr

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