DERIVATIVE FREE MULTILEVEL OPTIMIZATION
TWMS JOURNAL OF APPLIED AND ENGINEERING MATHEMATICS, vol.5, no.1, pp.46-60, 2015 (ESCI, TRDizin)
- Publication Type: Article / Article
- Volume: 5 Issue: 1
- Publication Date: 2015
- Journal Name: TWMS JOURNAL OF APPLIED AND ENGINEERING MATHEMATICS
- Journal Indexes: Emerging Sources Citation Index (ESCI), TR DİZİN (ULAKBİM)
- Page Numbers: pp.46-60
- Middle East Technical University Affiliated: Yes
Abstract
Optimization problems with different levels arise by discretization of ordinary and partial differential equations. We present a trust-region based derivative-free multilevel optimization algorithm. The performance of the algorithm is shown on a shape optimization problem and global convergence to the first order critical point is proved.