Tuesday, 13:15 - 13:40 h, Room: H 3503

 

Margaret Wright
Defining non-monotone derivative-free methods

 

Abstract:
Non-monotone strategies in optimization avoid imposing a monotonicity requirement at every iteration with the goal of achieving rapid convergence from an alternative strategy over a longer sequence of iterations. We consider how to define non-monotone derivative-free methods in, broadly, this same spirit, especially in light of recent worst-case complexity results that are closely tied to monotonicity requirements.

 

Talk 1 of the invited session Tue.2.H 3503
"New techniques for optimization without derivatives" [...]
Cluster 6
"Derivative-free & simulation-based optimization" [...]

 

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