An optimally fast objective-function-free minimization algorithm using random subspaces

arXiv2310.16580MaRDI QIDQ6456657

Phillipe L. Toint, Stefania Bellavia, Benedetta Morini, Serge Gratton

Publication date: 25 October 2023

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Stochastic processes (60G99) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17)

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