Derivative-Free Optimization Algorithms based on Non-Commutative Maps
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🧮 math.OC
keywords
algorithmsderivative-freemapsnon-commutativenoveloptimizationapproximatecertain
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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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