Direct Search Based on Probabilistic Descent
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Publication:5502242
DOI10.1137/140961602zbMath1327.90395OpenAlexW2098733422WikidataQ58040494 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
pollingderivative-free optimizationrandom directionsdirect-search methodspositive spanning setsprobabilistic descent
Abstract computational complexity for mathematical programming problems (90C60) Derivative-free methods and methods using generalized derivatives (90C56) Randomized algorithms (68W20)
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Uses Software
Cites Work
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