The Barycenter Method for Direct Optimization
| Autor: | Pait, Felipe M |
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| Rok vydání: | 2018 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | 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. Comment: 14 pages; to be submitted |
| Databáze: | arXiv |
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