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A derivative-free trust-region method based on finite-difference gradient approximations

Davar, Dânâ
(2023)

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Details

Supervisors
Nunes Grapiglia, Geovani
Faculty
Ecole polytechnique de Louvain
Degree label
Master [120] : ingénieur civil en mathématiques appliquées, à finalité spécialisée
Abstract
In this work we present a derivative-free trust-region method, based on finite-difference gradient approximations, for smooth convexly constrained optimization problems. We establish a worst-case complexity bound for the number of function evaluations that the method needs to find an approximate stationary point. Notably, the obtained bound depends only linearly on the problem dimension. Illustrative numerical results are also presented.

Citations

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Davar, D. (2023). A derivative-free trust-region method based on finite-difference gradient approximations. https://dial-mem.test.bib.ucl.ac.be/handle/2078.2/32956