DERIVATIVE FREE MULTILEVEL OPTIMIZATION
TWMS JOURNAL OF APPLIED AND ENGINEERING MATHEMATICS, cilt.5, sa.1, ss.46-60, 2015 (ESCI, TRDizin)
- Yayın Türü: Makale / Tam Makale
- Cilt numarası: 5 Sayı: 1
- Basım Tarihi: 2015
- Dergi Adı: TWMS JOURNAL OF APPLIED AND ENGINEERING MATHEMATICS
- Derginin Tarandığı İndeksler: Emerging Sources Citation Index (ESCI), TR DİZİN (ULAKBİM)
- Sayfa Sayıları: ss.46-60
- Orta Doğu Teknik Üniversitesi Adresli: Evet
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.