R-SPLINE

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About the Algorithm

R-SPLINE is a Retrospective-search algorithm that alternates between a continuous Search using Piecewise-Linear Interpolation and a discrete Neighborhood Enumeration to asymptotically identify a local minimum. R-SPLINE appears to be among the first few gradient-based search algorithms tailored for solving integer-ordered local SO problems. R-SPLINE's iterates converge almost-surely to the set of local minima and the probability of R-SPLINE returning a solution outside the set of true local minima decays exponentially in a certain precise sense.

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References

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