Abstract
We introduce our framework, including all of the elements generated at each iteration, as well as the major components of reduction and retreat. The property of nonincreasing function values inherent in the framework is strengthened via the definition of a descent method, and lower-diminishing target-gaps are explored as the result of a successful run of a method within the framework. Finally, we develop our extended notion of approaching stationarity and link this property both to stationary points and to lower-diminishing target-gaps.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Audet, C., Dennis, J.E.: Analysis of generalized pattern searches. SIAM J. Optim. 13, 889–903 (2002)
Ciarlet, P.G., Raviart, P.-A.: General Lagrange and Hermite interpolation in ℝ n with applications to finite element methods. Arch. Rational Mech. Anal. 46, 177–199 (1972)
Conn, A.R., Scheinberg, K., Vicente, L.: Introduction to derivative-free optimization. In: MPS-SIAM Optimization series. SIAM, Philadelphia, USA (2008)
Kolda, T.G., Lewis, R.M., Torczon, V.: Optimization by direct search: new perspectives on some classical and modern methods. SIAM Rev. 45, 385–482 (2003)
Lagarias, J.C., Reeds, J.A., Wright, M.H., Wright, P.E.: Convergence properties of the Nelder-Mead simplex method in low dimensions. SIAM J. Optim. 9, 112–147 (1998)
McKinnon, K.I.M.: Convergence of the Nelder-Mead simplex method to a nonstationary point. SIAM J. Optim. 9, 148–158 (1998)
Rockafellar, R.T., Wets, R.J.-B.: Variational Analysis. Springer, Berlin (1998)
Torczon, V.: On the convergence of pattern search algorithms. SIAM J. Optim. 7, 1–25 (1997)
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2012 Adam B. Levy
About this chapter
Cite this chapter
Levy, A.B. (2012). A Framework for Reduce-or-Retreat Minimization. In: Stationarity and Convergence in Reduce-or-Retreat Minimization. SpringerBriefs in Optimization. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-4642-2_1
Download citation
DOI: https://doi.org/10.1007/978-1-4614-4642-2_1
Published:
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4614-4641-5
Online ISBN: 978-1-4614-4642-2
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)