• Corpus ID: 15530110

Simple Complexity Analysis of Simplified Direct Search

  title={Simple Complexity Analysis of Simplified Direct Search},
  author={Jakub Konevcn'y and Peter Richt{\'a}rik},
  journal={arXiv: Optimization and Control},
We consider the problem of unconstrained minimization of a smooth function in the derivative-free setting using. In particular, we propose and study a simplified variant of the direct search method (of direction type), which we call simplified direct search (SDS). Unlike standard direct search methods, which depend on a large number of parameters that need to be tuned, SDS depends on a single scalar parameter only. Despite relevant research activity in direct search methods spanning several… 

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