A derivative-free comirror algorithm for convex optimization
نویسندگان
چکیده
منابع مشابه
A derivative-free comirror algorithm for convex optimization
We consider the minimization of a nonsmooth convex function over a compact convex set subject to a nonsmooth convex constraint. We work in the setting of derivative-free optimization (DFO), assuming that the objective and constraint functions are available through a black-box that provides function values for lower-C2 representation of the functions. Our approach is based on a DFO adaptation of...
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 2014
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556788.2014.968158