Derivative-Free Optimization Algorithms based on Non-Commutative Maps
Optimization and Control
2018-05-21 v1
Abstract
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 objective function. Convergence properties of the novel algorithms are established and simulation examples are presented.
Cite
@article{arxiv.1805.07248,
title = {Derivative-Free Optimization Algorithms based on Non-Commutative Maps},
author = {Jan Feiling and Amelie Zeller and Christian Ebenbauer},
journal= {arXiv preprint arXiv:1805.07248},
year = {2018}
}