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Extended Global Convergence Framework for Unconstrained Optimization

作者:rpád; BRMEN; Franc; BRATKOVI; Ja...收敛分析最优化算法工程设计gbs迭代法紧集

摘要:An extension of the global convergence framework for unconstrained derivative-free optimization methods is presented. The extension makes it possible for the framework to include optimization methods with varying cardinality of the ordered direction set. Grid-based search methods are shown to be a special case of the more general extended global convergence framework. Furthermore,the required properties of the sequence of ordered direction sets listed in the definition of grid-based methods are relaxed and simplified by removing the requirement of structural equivalence.

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数学学报

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