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Derivative-Free Optimization Algorithms based on Non-Commutative Maps
Published 18 May 2018 in math.OC | (1805.07248v1)
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.
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