A derivative-free trust region algorithm with nonmonotone filter technique for bound constrained optimization
type: Item
instance of: scholarly article
title: A derivative-free trust region algorithm with nonmonotone filter technique for bound constrained optimization
zbMATH Open document ID: 1427.90295
DOI: 10.1155/2018/5049027
author: Jing Gao
author: Jian Cao
author: Yueting Yang
published in: Mathematical Problems in Engineering
publication date: 2019-02-08T00:00:00Z
review text: Summary: 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.
Mathematics Subject Classification ID: 90C55
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 7019068
describes a project that uses: SDBOX
describes a project that uses: mctoolbox
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2018/5049027
OpenAlex ID: W2896922012
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description: scientific article; zbMATH DE number 7019068