Papers › The Barycenter Method for Direct Optimization
The Barycenter Method for Direct Optimization
Felipe M Pait
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A randomized version of the recently developed barycenter method for derivative-free optimization has desirable properties of a gradient search. We develop a complex version to avoid evaluations at high-gradient points. The method, applicable to non-smooth functions, is parallelizable in a natural way and shown to be robust under noisy measurements.
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