Worst case complexity of direct search

Bibliographic Details
Main Author: Vicente, L. N.
Publication Date: 2010
Format: Other
Language: eng
Source: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Download full: https://hdl.handle.net/10316/13699
Summary: In this paper we prove that direct search of directional type shares the worst case complexity bound of steepest descent when sufficient decrease is imposed using a quadratic function of the step size parameter. This result is proved under smoothness of the objective function and using a framework of the type of GSS (generating set search). We also discuss the worst case complexity of direct search when only simple decrease is imposed and when the objective function is non-smooth.
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spelling Worst case complexity of direct searchDerivative-free optimizationDirect searchWorst case complexitySufficient decreaseIn this paper we prove that direct search of directional type shares the worst case complexity bound of steepest descent when sufficient decrease is imposed using a quadratic function of the step size parameter. This result is proved under smoothness of the objective function and using a framework of the type of GSS (generating set search). We also discuss the worst case complexity of direct search when only simple decrease is imposed and when the objective function is non-smooth.Centro de Matemática da Universidade de Coimbra2010info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/otherhttps://hdl.handle.net/10316/13699https://hdl.handle.net/10316/13699engPré-Publicações DMUC. 10-17 (2010)Vicente, L. N.info:eu-repo/semantics/openAccessreponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAP2021-11-09T10:28:19Zoai:estudogeral.uc.pt:10316/13699Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-29T05:23:25.913062Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiafalse
dc.title.none.fl_str_mv Worst case complexity of direct search
title Worst case complexity of direct search
spellingShingle Worst case complexity of direct search
Vicente, L. N.
Derivative-free optimization
Direct search
Worst case complexity
Sufficient decrease
title_short Worst case complexity of direct search
title_full Worst case complexity of direct search
title_fullStr Worst case complexity of direct search
title_full_unstemmed Worst case complexity of direct search
title_sort Worst case complexity of direct search
author Vicente, L. N.
author_facet Vicente, L. N.
author_role author
dc.contributor.author.fl_str_mv Vicente, L. N.
dc.subject.por.fl_str_mv Derivative-free optimization
Direct search
Worst case complexity
Sufficient decrease
topic Derivative-free optimization
Direct search
Worst case complexity
Sufficient decrease
description In this paper we prove that direct search of directional type shares the worst case complexity bound of steepest descent when sufficient decrease is imposed using a quadratic function of the step size parameter. This result is proved under smoothness of the objective function and using a framework of the type of GSS (generating set search). We also discuss the worst case complexity of direct search when only simple decrease is imposed and when the objective function is non-smooth.
publishDate 2010
dc.date.none.fl_str_mv 2010
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/other
format other
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://hdl.handle.net/10316/13699
https://hdl.handle.net/10316/13699
url https://hdl.handle.net/10316/13699
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Pré-Publicações DMUC. 10-17 (2010)
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.publisher.none.fl_str_mv Centro de Matemática da Universidade de Coimbra
publisher.none.fl_str_mv Centro de Matemática da Universidade de Coimbra
dc.source.none.fl_str_mv reponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron:RCAAP
instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron_str RCAAP
institution RCAAP
reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository.name.fl_str_mv Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
repository.mail.fl_str_mv info@rcaap.pt
_version_ 1833602339551838209

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