A derivative-free approximate gradient sampling algorithm for finite minimax problems
Mathematical optimization is the process of minimizing (or maximizing) a function. An algorithm is used to optimize a function when the minimum cannot be found by hand, or finding the minimum by hand is inefficient. The minimum of a function is a critical point and corresponds to a gradient (derivat...
| Main Author: | |
|---|---|
| Language: | English |
| Published: |
University of British Columbia
2012
|
| Online Access: | http://hdl.handle.net/2429/42200 |