Speaker
Thilo Moshagen
Description
A fixed-point solver for mappings from a simplex into itself that is gradient-free, global, and requires d function evaluations for halving the error is presented, where d is the dimension. It is based on topological arguments and uses the constructive proof of the Mazurkewicz-Knaster-Kuratowski lemma when used as part of the proof for Brouwer's Fixed-Point theorem. Its explorative placing of evaluations and the low number of required function evaluations make this solver suitable for computationally expensive or even experimental problems.
