New Subspace Method for Unconstrained Derivative-Free Optimization
Morteza Kimiaei,
Arnold Neumaier,
Parvaneh Faramarzi
Abstract:This paper defines an efficient subspace method, called
SSDFO
, for unconstrained derivative-free optimization problems where the gradients of the objective function are Lipschitz continuous but only exact function values are available.
SSDFO
employs line searches along directions constructed on the basis of quadratic models. These approximate the objective function in a subspace spanned by some previous search directions. A worst case complexity bound on the num… Show more
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