Incorporating minimum Frobenius norm models in direct search
نویسندگان
چکیده
منابع مشابه
Incorporating minimum Frobenius norm models in direct search
The goal of this paper is to show that the use of minimum Frobenius norm quadratic models can improve the performance of direct-search methods. The approach taken here is to maintain the structure of directional direct-search methods, organized around a search and a poll step, and to use the set of previously evaluated points generated during a direct-search run to build the models. The minimiz...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2009
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-009-9283-0