Application of the Parabola Method in Nonconvex Optimization
Anton Kolosnitsyn,
Oleg Khamisov,
Eugene Semenkin
et al.
Abstract:We consider the Golden Section and Parabola Methods for solving univariate optimization problems. For multivariate problems, we use these methods as line search procedures in combination with well-known zero-order methods such as the coordinate descent method, the Hooke and Jeeves method, and the Rosenbrock method. A comprehensive numerical comparison of the obtained versions of zero-order methods is given in the present work. The set of test problems includes nonconvex functions with a large number of local a… Show more
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