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portada Optimization Based on Non-Commutative Maps
Type
Physical Book
Publisher
Author
Language
English
Pages
131
Format
Paperback
ISBN13
9783832553883

Optimization Based on Non-Commutative Maps

Jan Feiling (Author) · Logos Verlag Berlin · Paperback

Optimization Based on Non-Commutative Maps - Jan Feiling

New Book Imported to Netherlands
Delivery: 04 Sep - 09 Sep Shipping: 13 to 15 business days.
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Synopsis "Optimization Based on Non-Commutative Maps"

Powerful optimization algorithms are key ingredients in science and engineering applications. In this thesis, we develop a novel class of discrete-time, derivative-free optimization algorithms relying on gradient approximations based on non-commutative maps - inspired by Lie bracket approximation ideas in control systems. Those maps are defined by function evaluations and applied in such a way that gradient descent steps are approximated, and semi-global convergence guarantees can be given. We supplement our theoretical findings with numerical results. Therein, we provide several algorithm parameter studies and tuning rules, as well as the results of applying our algorithm to challenging benchmarking problems.

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