Subject: Derivative approximation
Subject: Complex-step derivative approximation
Subject: Nonmonotone line-search methods
Subject: Noisy environment
Year: 2018
Type: Journal Article
Title: Complex-step derivative approximation in noisy environment
Author: Nikolovski, Filip
Author: Stojkovska, Irena
Abstract: The complex-step derivative approximation is a powerful method for derivative approximations which has been successfully implemented in deterministic numerical algorithms. We explore and analyze its implementation in noisy environment through examples, error analysis and application to optimization methods. Numerical results show a promising performance of the complex-step gradient approximation in noisy environment.
Publisher: Elsevier BV
Relation: Journal of Computational and Applied Mathematics
Identifier: oai:repository.ukim.mk:20.500.12188/6661
Identifier: http://hdl.handle.net/20.500.12188/6661Identifier: 10.1016/j.cam.2017.05.046
Identifier: https://api.elsevier.com/content/article/PII:S0377042717302996?httpAccept=text/xmlIdentifier: https://api.elsevier.com/content/article/PII:S0377042717302996?httpAccept=text/plainIdentifier: 327
