A generating set search method using curvature information

被引：0
作者：
Lennart Frimannslund
Trond Steihaug
机构：
[1] University of Bergen,Department of Informatics
来源：
Computational Optimization and Applications | 2007年 / 38卷
关键词：
Unconstrained optimisation; Derivative-free optimisation; Pattern search; Generating set search;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Direct search methods have been an area of active research in recent years. On many real-world problems involving computationally expensive and often noisy functions, they are one of the few applicable alternatives. However, although these methods are usually easy to implement, robust and provably convergent in many cases, they suffer from a slow rate of convergence.
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页码：105 / 121
页数：16
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