A derivative-free optimization algorithm based on conditional moments
نویسندگان
چکیده
منابع مشابه
A derivative-free optimization algorithm based on conditional moments
In this paper we propose a derivative-free optimization algorithm based on conditional moments for finding the maximizer of an objective function. The proposed algorithm does not require calculation or approximation of any order derivative of the objective function. The step size in iteration is determined adaptively according to the local geometrical feature of the objective function and a pre...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2007
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2006.08.091