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math.OC2020
Gradient Approximation and Multi-Variable Derivative-Free Optimization based on Non-Commutative Maps
Jan Feiling, Mohamed-Ali Belabbas, Christian Ebenbauer
In this work, multi-variable derivative-free optimization algorithms for unconstrained optimization problems are developed. A novel procedure for approximating the gradient of mult…
math.OC2018
Derivative-Free Optimization Algorithms based on Non-Commutative Maps
Jan Feiling, Amelie Zeller, Christian Ebenbauer
A novel class of derivative-free optimization algorithms is developed. The main idea is to utilize certain non-commutative maps in order to approximate the gradient of the objectiv…