Feasible-side global convergence in experimental optimization
Optimization and Control
2014-06-17 v1
Abstract
We propose a canonical form of the experimental optimization problem and review the state-of-the-art methods to solve it. As guarantees of global convergence to an optimal point via only feasible iterates are absent in these methods, we present a set of sufficient conditions to enforce this behavior.
Cite
@article{arxiv.1406.4063,
title = {Feasible-side global convergence in experimental optimization},
author = {Gene A. Bunin and Grégory François and Dominique Bonvin},
journal= {arXiv preprint arXiv:1406.4063},
year = {2014}
}
Comments
35 pages, 3 figures, submitted to the SIAM Journal of Optimization