On the convergence of derivative-free methods for unconstrained optimization

Andy Conn, Katya Scheinberg, Philippe Toint

Résultats de recherche: Contribution dans un livre/un catalogue/un rapport/dans les actes d'une conférenceChapitre

Résumé

The purpose of this paper is to examine a broad class of derivative-free trust-region methods for unconstrained optimization inspired by the proposals of \citebb{Powe94b} and to derive a general framework in which reasonable global convergence results can be obtained. The developments make extensive use of an interpolation error bound derived by Sauer and Xu (1995) in the context of multivariate polynomial interpolation.
langue originaleAnglais
titreApproximation Theory and Optimization: Tributes to M. J. D. Powell
rédacteurs en chefA Iserles, M Buhmann
Lieu de publicationCambridge, UK
EditeurCambridge University Press
Pages83-108
Nombre de pages26
étatPublié - 1997

Empreinte digitale

Derivative-free Methods
Multivariate Interpolation
Interpolation Error
Trust Region Method
Polynomial Interpolation
Multivariate Polynomials
Unconstrained Optimization
Global Convergence
Convergence Results
Error Bounds
Context
Framework
Class

Citer ceci

Conn, A., Scheinberg, K., & Toint, P. (1997). On the convergence of derivative-free methods for unconstrained optimization. Dans A. Iserles, & M. Buhmann (eds.), Approximation Theory and Optimization: Tributes to M. J. D. Powell (p. 83-108). Cambridge, UK: Cambridge University Press.
Conn, Andy ; Scheinberg, Katya ; Toint, Philippe. / On the convergence of derivative-free methods for unconstrained optimization. Approximation Theory and Optimization: Tributes to M. J. D. Powell. Editeur / A Iserles ; M Buhmann. Cambridge, UK : Cambridge University Press, 1997. p. 83-108
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Conn, A, Scheinberg, K & Toint, P 1997, On the convergence of derivative-free methods for unconstrained optimization. Dans A Iserles & M Buhmann (eds), Approximation Theory and Optimization: Tributes to M. J. D. Powell. Cambridge University Press, Cambridge, UK, p. 83-108.

On the convergence of derivative-free methods for unconstrained optimization. / Conn, Andy; Scheinberg, Katya; Toint, Philippe.

Approximation Theory and Optimization: Tributes to M. J. D. Powell. Ed. / A Iserles; M Buhmann. Cambridge, UK : Cambridge University Press, 1997. p. 83-108.

Résultats de recherche: Contribution dans un livre/un catalogue/un rapport/dans les actes d'une conférenceChapitre

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Conn A, Scheinberg K, Toint P. On the convergence of derivative-free methods for unconstrained optimization. Dans Iserles A, Buhmann M, rédacteurs en chef, Approximation Theory and Optimization: Tributes to M. J. D. Powell. Cambridge, UK: Cambridge University Press. 1997. p. 83-108