A decomposition algorithm for unconstrained optimization problems with partial derivative information |
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Authors: | G Liuzzi A Risi |
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Institution: | 1.Istituto di Analisi dei Sistemi ed Informatica “A. Ruberti” (IASI)-CNR,Rome,Italy;2.Clinical & Therapy Development Consultant, Medtronic Italia,Rome,Italy |
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Abstract: | In this paper we consider the problem of minimizing a nonlinear function using partial derivative knowledge. Namely, the objective
function is such that its derivatives with respect to a pre-specified block of variables cannot be computed. To solve the
problem we propose a block decomposition method that takes advantage of both derivative-free and derivative-based iterations
to account for the features of the objective function. Under standard assumptions, we manage to prove global convergence of
the method to stationary points of the problem. |
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Keywords: | |
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