NDLI: Derivative-Free Optimization Via Proximal Point Methods

Content Provider	Springer Nature Link
Author	Hare, W. L. Lucet, Y.
Copyright Year	2013
Abstract	Derivative-Free Optimization (DFO) examines the challenge of minimizing (or maximizing) a function without explicit use of derivative information. Many standard techniques in DFO are based on using model functions to approximate the objective function, and then applying classic optimization methods to the model function. For example, the details behind adapting steepest descent, conjugate gradient, and quasi-Newton methods to DFO have been studied in this manner. In this paper we demonstrate that the proximal point method can also be adapted to DFO. To that end, we provide a derivative-free proximal point (DFPP) method and prove convergence of the method in a general sense. In particular, we give conditions under which the gradient values of the iterates converge to 0, and conditions under which an iterate corresponds to a stationary point of the objective function.
Starting Page	204
Ending Page	220
Page Count	17
File Format	PDF
ISSN	00223239
Journal	Journal of Optimization Theory and Applications
Volume Number	160
Issue Number	1
e-ISSN	15732878
Language	English
Publisher	Springer US
Publisher Date	2013-06-27
Publisher Place	Boston
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Derivative-free optimization Proximal point method Unconstrained minimization Calculus of Variations and Optimal Control; Optimization Optimization Theory of Computation Applications of Mathematics Engineering Operations Research/Decision Theory
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Control and Optimization Management Science and Operations Research

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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