Generating poll directions for mesh adaptive direct search with realizations of a uniformly distributed random orthogonal matrix

MaRDI QIDQ2836067zbMATH OpenFDO

Authors Árpád Bűrmen, Tadej Tuma

Publication date 7 December 2016

Published in Pacific Journal of Optimization (Search for Journal in Brave)

Full work available at URL http://www.yokohamapublishers.jp/online2/oppjo/vol12/p809.html

zbMATH Keywords

uniform distributionrandom matricesmesh adaptive direct searchderivative-free algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Random matrices (algebraic aspects) (15B52) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

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Cited in

(4)

• Equal angle distribution of polling directions in direct-search methods
• Using QR decomposition to obtain a new instance of mesh adaptive direct search with uniformly distributed polling directions
• Direct search based on probabilistic descent
• Mesh adaptive direct search with simplicial Hessian update

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