On the existence of affine invariant descent directions

DOI10.1080/10556788.2020.1740221zbMath1464.90095OpenAlexW3014082171MaRDI QIDQ5858987

Felix Lieder, Florian Jarre, Yu-Hong Dai

Publication date: 15 April 2021

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2020.1740221

zbMATH Keywords

descent directionaffine invarianceNewton direction

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

Uses Software

• NewtonLib
• UOBYQA

Cites Work

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• UOBYQA: unconstrained optimization by quadratic approximation
• Calibration by optimization without using derivatives
• The Affine Scale Invariance of Minimization Algorithms
• Affine Invariant Convergence Theorems for Newton’s Method and Extensions to Related Methods
• A Simplex Method for Function Minimization

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