Improving Direct Search algorithms by multilevel optimization techniques

DOI10.1080/10556788.2015.1014555zbMath1328.90136OpenAlexW1996931182MaRDI QIDQ3458830

Emanuele Frandi, Alessandra Papini

Publication date: 28 December 2015

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2015.1014555

zbMATH Keywords

direct search methodsmultigrid methodsderivative-free optimizationcoordinate searchmultileveloptimization

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items (2)

A first-order multigrid method for bound-constrained convex optimization ⋮ Optimization of Stochastic Blackboxes with Adaptive Precision

Cites Work

• Using inexact gradients in a multilevel optimization algorithm
• Worst case complexity of direct search
• Nonmonotone derivative-free methods for nonlinear equations
• Coordinate search algorithms in multilevel optimization
• A Multilevel Algorithm for Simultaneously Denoising and Deblurring Images
• On the Convergence of Pattern Search Algorithms
• An Optimization‐Based Multilevel Algorithm for Total Variation Image Denoising
• Numerical experience with a recursive trust-region method for multilevel nonlinear bound-constrained optimization
• Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
• Introduction to Derivative-Free Optimization
• A multigrid approach to discretized optimization problems
• Exploiting problem structure in pattern search methods for unconstrained optimization

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