CLUSTER: Derivative-free optimization of smooth functions with parameter-change costs

Serena Landers, Sahil Pontula, Shiekh Zia Uddin +3

We introduce the CLUSTER algorithm (\textbf{c}oordinate-\textbf{l}evel \textbf{u}pdate \textbf{s}trategy for \textbf{t}rust-region step \textbf{e}valuation \textbf{r}efinement) for…