A Derivative-Free Trust Region Algorithm with Nonmonotone Filter Technique for Bound Constrained Optimization

المؤلفون المشاركون

Gao, Jing
Cao, Jian
Yang, Yueting

المصدر

Mathematical Problems in Engineering

العدد

المجلد 2018، العدد 2018 (31 ديسمبر/كانون الأول 2018)، ص ص. 1-13، 13ص.

الناشر

Hindawi Publishing Corporation

تاريخ النشر

2018-10-23

دولة النشر

مصر

عدد الصفحات

13

التخصصات الرئيسية

هندسة مدنية

الملخص EN

We propose a derivative-free trust region algorithm with a nonmonotone filter technique for bound constrained optimization.

The derivative-free strategy is applied for special minimization functions in which derivatives are not all available.

A nonmonotone filter technique ensures not only the trust region feature but also the global convergence under reasonable assumptions.

Numerical experiments demonstrate that the new algorithm is effective for bound constrained optimization.

Locally, optimal parameters with respect to overall computational time on a set of test problems are identified.

The performance of the best choice of parameter values obtained by the algorithm we presented which differs from traditionally used values indicates that the algorithm proposed in this paper has a certain advantage for the nondifferentiable optimization problems.

نمط استشهاد جمعية علماء النفس الأمريكية (APA)

Gao, Jing& Cao, Jian& Yang, Yueting. 2018. A Derivative-Free Trust Region Algorithm with Nonmonotone Filter Technique for Bound Constrained Optimization. Mathematical Problems in Engineering،Vol. 2018, no. 2018, pp.1-13.
https://search.emarefa.net/detail/BIM-1207794

نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)

Gao, Jing…[et al.]. A Derivative-Free Trust Region Algorithm with Nonmonotone Filter Technique for Bound Constrained Optimization. Mathematical Problems in Engineering No. 2018 (2018), pp.1-13.
https://search.emarefa.net/detail/BIM-1207794

نمط استشهاد الجمعية الطبية الأمريكية (AMA)

Gao, Jing& Cao, Jian& Yang, Yueting. A Derivative-Free Trust Region Algorithm with Nonmonotone Filter Technique for Bound Constrained Optimization. Mathematical Problems in Engineering. 2018. Vol. 2018, no. 2018, pp.1-13.
https://search.emarefa.net/detail/BIM-1207794

نوع البيانات

مقالات

لغة النص

الإنجليزية

الملاحظات

Includes bibliographical references

رقم السجل

BIM-1207794