Sparsity of the average curvature information matrix |
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| Authors: | Lennart Frimannslund Trond Steihaug |
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| Institution: | Department of Informatics, University of Bergen, PB 7803, 5020 Bergen, Norway |
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| Abstract: | We present a theorem regarding the average curvature properties of partially separable functions which need not be differentiable or continuous. This has implications for derivative-free optimization methods which make use of average curvature information to select the set of search directions. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim) |
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