A Derivative-Free Trust Region Algorithm with Nonmonotone Filter Technique for Bound Constrained Optimization
Joint Authors
Gao, Jing
Cao, Jian
Yang, Yueting
Source
Mathematical Problems in Engineering
Issue
Vol. 2018, Issue 2018 (31 Dec. 2018), pp.1-13, 13 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2018-10-23
Country of Publication
Egypt
No. of Pages
13
Main Subjects
Abstract 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.
American Psychological Association (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
Modern Language Association (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
American Medical Association (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
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1207794