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Extended Global Convergence Framework for Unconstrained Optimization

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Abstract

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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Correspondence to Árpád Bűrmen.

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Bűrmen, Á., Bratković, F., Puhan, J. et al. Extended Global Convergence Framework for Unconstrained Optimization. Acta Math Sinica 20, 433–440 (2004). https://doi.org/10.1007/s10114-004-0340-4

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  • DOI: https://doi.org/10.1007/s10114-004-0340-4

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