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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| Format: | article |
| Language: | EN |
| Published: |
Elsevier
2013
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| Subjects: | |
| Online Access: | https://doaj.org/article/7bc2aa3f370a40d2b35db0657f4372e6 |
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