Frame Based Methods for Unconstrained Optimization |
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Authors: | I D Coope C J Price |
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Institution: | (1) Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand;(2) Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand |
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Abstract: | This paper describes a wide class of direct search methods for unconstrained optimization, which make use of fragments of grids called frames. Convergence is shown under mild conditions which allow successive frames to be rotated, translated, and scaled relative to one another. |
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Keywords: | derivative free optimization positive basis methods convergence analysis frame based methods |
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