Worst case complexity of direct search

In this paper, we prove that the broad class of direct-search methods of directional type based on imposing sufficient decrease to accept new iterates shares the worst case complexity bound of steepest descent for the unconstrained minimization of a smooth function, more precisely that the number of...

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Autor principal: L.N. Vicente
Formato: article
Lenguaje:EN
Publicado: Elsevier 2013
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Acceso en línea:https://doaj.org/article/7bc2aa3f370a40d2b35db0657f4372e6
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