On the global convergence of derivative-free methods or unconstrained optimization

被引：55

作者：

Lucidi, S

Sciandrone, M

机构：

[1] Univ Roma La Sapienza, Dipartimento Informat & Sistemist, I-00185 Rome, Italy

[2] CNR, Ist Anal Sistemi & Informat, I-00185 Rome, Italy

来源：

SIAM JOURNAL ON OPTIMIZATION | 2002年 / 13卷 / 01期

关键词：

unconstrained minimization; derivative-free methods;

D O I：

10.1137/S1052623497330392

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, starting from the study of the common elements that some globally convergent direct search methods share, a general convergence theory is established for unconstrained minimization methods employing only function values. The introduced convergence conditions are useful for developing and analyzing new derivative-free algorithms with guaranteed global convergence. As examples, we describe three new algorithms which combine pattern and line search approaches.

引用

页码：97 / 116

页数：20

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