DERIVATIVE FREE MULTILEVEL OPTIMIZATION


KARASÖZEN B.

TWMS JOURNAL OF APPLIED AND ENGINEERING MATHEMATICS, cilt.5, sa.1, ss.46-60, 2015 (ESCI İndekslerine Giren Dergi) identifier

  • Cilt numarası: 5 Konu: 1
  • Basım Tarihi: 2015
  • Dergi Adı: TWMS JOURNAL OF APPLIED AND ENGINEERING MATHEMATICS
  • Sayfa Sayıları: ss.46-60

Özet

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.