An indicator for the switch from derivative-free to derivative-based optimization

DOI10.1016/j.orl.2017.05.003zbMath1409.90228OpenAlexW2614421468WikidataQ58040468 ScholiaQ58040468MaRDI QIDQ1728260

N. Soualmi, Luis Nunes Vicente, Serge Gratton

Publication date: 22 February 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: http://oatao.univ-toulouse.fr/22361/1/gratton_22361.pdf

zbMATH Keywords

gradient methodsderivative-free optimizationdirect-search methodsindicatorscomplexity and global ratesderivative-based optimization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Uses Software

• CUTEr

Cites Work

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• Worst case complexity of direct search
• Introductory lectures on convex optimization. A basic course.
• Trust-Region Methods Without Using Derivatives: Worst Case Complexity and the NonSmooth Case
• Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
• Introduction to Derivative-Free Optimization
• CUTEr and SifDec
• Worst case complexity of direct search under convexity