Gradient Approximation and Multivariable Derivative-Free Optimization Based on Noncommutative Maps

نویسندگان

چکیده

In this article, multivariable derivative-free optimization algorithms for unconstrained problems are developed. A novel procedure approximating the gradient of objective functions based on noncommutative maps is introduced. The construction an exploration sequence to specify where function evaluated and definition so-called generating which composed with function, such that mimics a descent algorithm. Various theoretical properties proposed class investigated numerical examples presented.

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ژورنال

عنوان ژورنال: IEEE Transactions on Automatic Control

سال: 2022

ISSN: ['0018-9286', '1558-2523', '2334-3303']

DOI: https://doi.org/10.1109/tac.2021.3129741