期刊文献+

Extended Global Convergence Framework for Unconstrained Optimization

Extended Global Convergence Framework for Unconstrained Optimization
原文传递
导出
摘要 An extension of the global convergence framework for unconstrained derivative-free op- timization methods is presented.The extension makes it possible for the framework to include opti- mization methods with varying cardinality of the ordered direction set.Grid-based search methods are shown to be a special case of the more general extended global convergence framework.Furthermore, the required properties of the sequence of ordered direction sets listed in the definition of grid-based methods are relaxed and simplified by removing the requirement of structural equivalence. An extension of the global convergence framework for unconstrained derivative-free op- timization methods is presented.The extension makes it possible for the framework to include opti- mization methods with varying cardinality of the ordered direction set.Grid-based search methods are shown to be a special case of the more general extended global convergence framework.Furthermore, the required properties of the sequence of ordered direction sets listed in the definition of grid-based methods are relaxed and simplified by removing the requirement of structural equivalence.
出处 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2004年第3期433-440,共8页 数学学报(英文版)
关键词 Derivative free optimization Descent methods Convergence analysis Grid-based optimization Derivative free optimization Descent methods Convergence analysis Grid-based optimization
  • 相关文献

参考文献12

  • 1Lewis, R. M., Torczon, V., Trosset, M. W.: Direct search methods: then and now. Journal of Computational and Applied Mathematics, (1-2), 191-207 (2000). 被引量:1
  • 2Wright, M. H.: Direct search methods: once scorned, now respectable, in Griffiths, D. F., Watson, G. A.,Numerical Analysis 1995, Addison-Wesley Longman, Reading, MA, 191-208 (1996). 被引量:1
  • 3Powell, M. J. D,: Direct search algorithms for optimization calculations, Acta Numerica, 287-336 (1998). 被引量:1
  • 4Yu, W. C.: Positive basis and a class of direct search techniques. Scientia Sinica, Special Issue of Mathematics, 1, 53-67(1979). 被引量:1
  • 5Torczon, V.: Multi-directional search: A direct search method for parallel machines, Ph.D. thesis, Department of Mathematical Sciences, Rice University, Houston, TX (1989). 被引量:1
  • 6Torczon, V.: On the convergence of pattern search algorithms. SIAM Journal on Optimization, 7, 1-25(1997). 被引量:1
  • 7Lucidi, S., Sciandrone, M.: On the global convergence of derivative-free methods for unconstrained optimization. SIAM Journal on Optimization, 13, 97-116 (2002). 被引量:1
  • 8Grippo, L., Lampariello, F., Lucidi, S.: Global convergence and stabilization of unconstrained minimization methods without derivatives. Journal of Optimization Theory and Applications, 3, 385-406 (1988). 被引量:1
  • 9Coope, I. D., Price, C. J.: On the convergence of grid-based methods for unconstrained optimization. SIAM Journal on Optimization, 4, 859-869 (2001). 被引量:1
  • 10Coope, I. D.,Price, C. J.: A direct search conjugate directions algorithm for unconstrained minimization,Tech. Rep. 188, Department of Mathematics & Statistics, University of Canterbury, Christchurch, New Zealand (1999). 被引量:1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部