The Barycenter Method for Direct Optimization
arXiv:1801.10533
Abstract
A randomized version of the recently developed barycenter method for derivative-free optimization has desirable properties of a gradient search. We develop a complex version to avoid evaluations at high-gradient points. The method, applicable to non-smooth functions, is parallelizable in a natural way and shown to be robust under noisy measurements.
14 pages; to be submitted