Direct Search Based on Probabilistic Descent
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Publication:5502242
DOI10.1137/140961602zbMath1327.90395WikidataQ58040494 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
polling; derivative-free optimization; random directions; direct-search methods; positive spanning sets; probabilistic descent
90C60: Abstract computational complexity for mathematical programming problems
90C56: Derivative-free methods and methods using generalized derivatives
68W20: Randomized algorithms
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