Abstract of proposed talk at the 1st Nordic Optimization Symposium
Lennart Frimannslund
Department of Informatics
University of Bergen, Norway
lennart@ii.uib.no
Title:
Separability and sufficient decrease in
generating set search methods
Abstract:
Generating set search (GSS) methods are
often one of the few applicable alternatives
for optimization of functions which are
computed through simulations on
computers, since these functions often are
subject to numerical noise. It is well known
that these methods are slow in their most
basic form because of what one can call
zig-zagging, a phenomenon caused by the
angle between search directions and the
negative gradient being large. We present
an enhanced version of a previously
presented GSS method, and elaborate on
what challenges arise when one wishes to
exploit partial separability, the benefits of
doing so, and issues when it comes to
ensuring provable convergence of such a
method.