A derivative-free trust-region algorithm for composite nonsmooth optimization

2014 ◽  
Vol 35 (2) ◽  
pp. 475-499 ◽  
Author(s):  
Geovani Nunes Grapiglia ◽  
Jinyun Yuan ◽  
Ya-xiang Yuan
Keyword(s):  
Nonsmooth Optimization ◽  
Trust Region ◽  
Trust Region Algorithm ◽  
Derivative Free ◽  
Composite Nonsmooth Optimization

Parameterize the Center of the Trust Region for Solving Quadratic Interpolation Models

2011 ◽  
Vol 52-54 ◽  
pp. 920-925
Author(s):  
Qing Hua Zhou ◽  
Yan Geng ◽  
Ya Rui Zhang ◽  
Feng Xia Xu
Keyword(s):  
Optimization Problems ◽  
Trust Region Method ◽  
Main Idea ◽  
Trust Region ◽  
Search Region ◽  
Trust Region Algorithm ◽  
Unconstrained Optimization Problems ◽  
Simplex Search ◽  
Quadratic Interpolation ◽  
Derivative Free

The derivative free trust region algorithm was considered for solving the unconstrained optimization problems. This paper introduces a novel methodology that modified the center of the trust region in order to improve the search region. The main idea is parameterizing the center of the trust region based on the ideas of multi-directional search and simplex search algorithms. The scope of the new region was so expanded by introducing a parameter as to we can find a better descent directions. Experimental results reveal that the new method is more effective than the classic trust region method on the testing problems.

A Derivative-Free Trust-Region Algorithm for Well Control Optimization

2020 ◽  
Author(s):  
T. Silva ◽  
M. Bellout ◽  
C. Giuliani ◽  
E. Camponogara ◽  
A. Pavlov
Keyword(s):  
Trust Region ◽  
Well Control ◽  
Trust Region Algorithm ◽  
Control Optimization ◽  
Derivative Free

A progressive barrier derivative-free trust-region algorithm for constrained optimization

2018 ◽  
Vol 71 (2) ◽  
pp. 307-329 ◽  
Author(s):  
Charles Audet ◽  
Andrew R. Conn ◽  
Sébastien Le Digabel ◽  
Mathilde Peyrega
Keyword(s):  
Constrained Optimization ◽  
Trust Region ◽  
Trust Region Algorithm ◽  
Derivative Free

A globally convergent trust-region algorithm for unconstrained derivative-free optimization

2014 ◽  
Vol 34 (3) ◽  
pp. 1075-1103 ◽  
Author(s):  
Priscila S. Ferreira ◽  
Elizabeth W. Karas ◽  
Mael Sachine
Keyword(s):  
Trust Region ◽  
Trust Region Algorithm ◽  
Globally Convergent ◽  
Derivative Free Optimization ◽  
Derivative Free

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

2018 ◽  
Vol 2018 ◽  
pp. 1-13
Author(s):  
Jing Gao ◽  
Jian Cao ◽  
Yueting Yang
Keyword(s):  
Constrained Optimization ◽  
Optimization Problems ◽  
Trust Region ◽  
Computational Time ◽  
Test Problems ◽  
Trust Region Algorithm ◽  
Filter Technique ◽  
Derivative Free ◽  
Bound Constrained Optimization ◽  
Parameter Values

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.

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