Survey of trust-region derivative free optimization methods

Karasozen, BÜLENT

doi:10.3934/jimo.2007.3.321

Survey of trust-region derivative free optimization methods

Atıf İçin Kopyala

Karasozen B.

JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, cilt.3, sa.2, ss.321-334, 2007 (SCI-Expanded)

Yayın Türü: Makale / Tam Makale
Cilt numarası: 3 Sayı: 2
Basım Tarihi: 2007
Doi Numarası: 10.3934/jimo.2007.3.321
Dergi Adı: JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
Sayfa Sayıları: ss.321-334
Orta Doğu Teknik Üniversitesi Adresli: Evet

Özet

In this survey article we give the basic description of the interpolation based derivative free optimization methods and their variants. We review the recent contributions dealing with maintaining the geometry of the interpolation set, the management of the trust region radius and the stopping criteria. Derivative free algorithms developed for problems with some structure, like for partially separable functions, are discussed. Two different versions of derivative free algorithms are applied for the optimization of the configuration of the geometry of a stirrer. Numerical results are presented to show the applicability of the algorithms to practical problems.