Preprint
Sep 2026
Non-monotone direct-search methods for deterministic and stochastic derivative-free optimization
A comprehensive complexity theory for the max-$M$ non-monotone direct-search in both deterministic and stochastic DFO problems is developed, enabled by a new family of merit functions that correct the stored objective values by ordered multiples of the squared stepsize.
A. Ding, Trang H. Tran, Luís Nunes Vicente
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