scholarly journals A derivative-free trust-region algorithm for unconstrained optimization with controlled error

2011 ◽  
Vol 1 (1) ◽  
pp. 117-145 ◽  
Author(s):  
Jun Takaki ◽  
◽  
Nobuo Yamashita ◽  
Keyword(s):  
Unconstrained Optimization ◽  
Trust Region ◽  
Trust Region Algorithm ◽  
Derivative Free

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

scholarly journals A Novel Self-Adaptive Trust Region Algorithm for Unconstrained Optimization

2014 ◽  
Vol 2014 ◽  
pp. 1-8 ◽  
Author(s):  
Yunlong Lu ◽  
Wenyu Li ◽  
Mingyuan Cao ◽  
Yueting Yang
Keyword(s):  
Objective Function ◽  
Unconstrained Optimization ◽  
Optimization Problems ◽  
Trust Region Method ◽  
Trust Region ◽  
Convergence Properties ◽  
Trust Region Algorithm ◽  
Unconstrained Optimization Problems ◽  
Piecewise Function ◽  
Self Adaptive

A new self-adaptive rule of trust region radius is introduced, which is given by a piecewise function on the ratio between the actual and predicted reductions of the objective function. A self-adaptive trust region method for unconstrained optimization problems is presented. The convergence properties of the method are established under reasonable assumptions. Preliminary numerical results show that the new method is significant and robust for solving unconstrained optimization problems.

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
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