Convergence properties of an Objective-Function-Free Optimization regularization algorithm, including an 0(epsilon^{-3/2}) complexity bound

Serge Gratton, Sadok Jerad, Philippe TOINT

Namur Institute for Complex Systems

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2023
An optimally fast objective-function-free minimization algorithm using random subspaces
Bellavia, S., Gratton, S., Morini, B. & TOINT, P., 25 Oct 2023, Arxiv, 23 p.
Research output: Working paper › Preprint

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