A First-Order Variable Metric Method Invariant to Strictly Increasing Function Value Transformations
| dc.contributor.author | Arnold, Dirk V. | |
| dc.contributor.author | Fu, Yuhan | |
| dc.date.accessioned | 2024-07-03T14:24:07Z | |
| dc.date.available | 2024-07-03T14:24:07Z | |
| dc.date.issued | 2024-07-02 | |
| dc.identifier.uri | http://hdl.handle.net/10222/84315 | |
| dc.description.abstract | Incorporating multiple elements of evolution strategies, a first-order variable metric method for unconstrained optimization that is invariant to strictly increasing function value transformations is proposed. The algorithm’s performance is evaluated relative to that of a quasi-Newton algorithm using a large set of test problems. | en_US |
| dc.title | A First-Order Variable Metric Method Invariant to Strictly Increasing Function Value Transformations | en_US |
