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An Adaptive Accelerated Derivative-Free Optimization Algorithm Based on Noncommutative Maps

delete2025-12-08
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PRE
AI
M
M. S. Chu
霍鑫 (Xin Huo)
C
Christian Ebenbauer
马克茂 (Kemao Ma)
DOI:10.1109/TAC.2025.3641250delete
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Abstract

Abstract

En 中文
In this article, an adaptive accelerated derivative-free optimization algorithm is developed. A composition of noncommutative maps based on objective function evaluations is used to approximate an accelerated gradient descent algorithm with a momentum term. An adaptive step-size rule and an adaptive momentum term are introduced to improve the algorithm’s performance in terms of convergence speed and steady-state accuracy. Semi-global asymptotic stability of the proposed algorithm is proved for a class of convex objective functions under suitable assumptions. Simulation results are shown and compared to other derivative-free optimization algorithms.
Keywords:
Accelerated gradient methods
derivative-free optimization
extremum seeking (ES)

Journal

IEEE Transactions on Automatic Control cover
IEEE Transactions on Automatic Control
IF:
7
Papers:
1.3W
Citations:
6.7W

Organization

H
Harbin Institute of Technology
Scholars:
1.4W
Papers: 4.6K
Citations: 8.5W
R
rwth aachen university
Scholars:
3.6K
Papers: 1.2K
Citations: 0