An indicator for the switch from derivative-free to derivative-based optimization
Autor(a) principal: | |
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Data de Publicação: | 2017 |
Outros Autores: | , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10316/44581 https://doi.org/10.1016/j.orl.2017.05.003 |
Resumo: | In some optimization problems found in applications, the derivatives of the objective function can be computed or approximated but at an expensive cost, and it is desirable to know when to use derivative-free methods (such as direct search, for instance) or derivative-based methods (such as gradient or quasi-Newton methods). Derivative-free methods may achieve a steady initial progress for some problems, but after some advance they may also become slower or even stagnate due to the lack of derivatives. It is thus of interest to provide a way to appropriately switch from a derivative-free method to a derivative-based one. In this paper, we develop a family of indicators for such a switch based on the decrease properties of both classes of methods (typically used when deriving worst case complexity bounds). |
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An indicator for the switch from derivative-free to derivative-based optimizationIn some optimization problems found in applications, the derivatives of the objective function can be computed or approximated but at an expensive cost, and it is desirable to know when to use derivative-free methods (such as direct search, for instance) or derivative-based methods (such as gradient or quasi-Newton methods). Derivative-free methods may achieve a steady initial progress for some problems, but after some advance they may also become slower or even stagnate due to the lack of derivatives. It is thus of interest to provide a way to appropriately switch from a derivative-free method to a derivative-based one. In this paper, we develop a family of indicators for such a switch based on the decrease properties of both classes of methods (typically used when deriving worst case complexity bounds).Elsevier2017info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://hdl.handle.net/10316/44581http://hdl.handle.net/10316/44581https://doi.org/10.1016/j.orl.2017.05.003https://doi.org/10.1016/j.orl.2017.05.003enghttp://www.sciencedirect.com/science/article/pii/S0167637717302778Gratton, SergeSoualmi, NacerVicente, Luís Nunesinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2021-06-29T10:03:04Zoai:estudogeral.uc.pt:10316/44581Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T20:53:24.759240Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
An indicator for the switch from derivative-free to derivative-based optimization |
title |
An indicator for the switch from derivative-free to derivative-based optimization |
spellingShingle |
An indicator for the switch from derivative-free to derivative-based optimization Gratton, Serge |
title_short |
An indicator for the switch from derivative-free to derivative-based optimization |
title_full |
An indicator for the switch from derivative-free to derivative-based optimization |
title_fullStr |
An indicator for the switch from derivative-free to derivative-based optimization |
title_full_unstemmed |
An indicator for the switch from derivative-free to derivative-based optimization |
title_sort |
An indicator for the switch from derivative-free to derivative-based optimization |
author |
Gratton, Serge |
author_facet |
Gratton, Serge Soualmi, Nacer Vicente, Luís Nunes |
author_role |
author |
author2 |
Soualmi, Nacer Vicente, Luís Nunes |
author2_role |
author author |
dc.contributor.author.fl_str_mv |
Gratton, Serge Soualmi, Nacer Vicente, Luís Nunes |
description |
In some optimization problems found in applications, the derivatives of the objective function can be computed or approximated but at an expensive cost, and it is desirable to know when to use derivative-free methods (such as direct search, for instance) or derivative-based methods (such as gradient or quasi-Newton methods). Derivative-free methods may achieve a steady initial progress for some problems, but after some advance they may also become slower or even stagnate due to the lack of derivatives. It is thus of interest to provide a way to appropriately switch from a derivative-free method to a derivative-based one. In this paper, we develop a family of indicators for such a switch based on the decrease properties of both classes of methods (typically used when deriving worst case complexity bounds). |
publishDate |
2017 |
dc.date.none.fl_str_mv |
2017 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10316/44581 http://hdl.handle.net/10316/44581 https://doi.org/10.1016/j.orl.2017.05.003 https://doi.org/10.1016/j.orl.2017.05.003 |
url |
http://hdl.handle.net/10316/44581 https://doi.org/10.1016/j.orl.2017.05.003 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
http://www.sciencedirect.com/science/article/pii/S0167637717302778 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.publisher.none.fl_str_mv |
Elsevier |
publisher.none.fl_str_mv |
Elsevier |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
instname_str |
Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
instacron_str |
RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
collection |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
repository.mail.fl_str_mv |
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1799133821132603392 |