Direct Search Based on Probabilistic Descent

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

zbMATH Keywords

polling; derivative-free optimization; random directions; direct-search methods; positive spanning sets; probabilistic descent

Mathematics Subject Classification ID

90C60: Abstract computational complexity for mathematical programming problems

90C56: Derivative-free methods and methods using generalized derivatives

68W20: Randomized algorithms

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Uses Software

• CUTEr

Cites Work

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