منابع مشابه
Derivative free optimization method
Derivative free optimization (DFO) methods are typically designed to solve optimization problems whose objective function is computed by a “black box”; hence, the gradient computation is unavailable. Each call to the “black box” is often expensive, so estimating derivatives by finite differences may be prohibitively costly. Finally, the objective function value may be computed with some noise, ...
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An unconstrained minimization method which is based on Powell's derivative free method is presented. The proposed method retains the termination properties of Powell's method and it can be successfully applied to problems with imprecise function values. The ability of this method to cope with imprecise or noisy problems is due to the fact that it proceeds solely by comparing the relative size o...
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A derivative-free Quasi-Newton (DFQN) method previously published [J. Greenstadt, Math. Comp., v. 26, 1972, pp. 145—166] has been revised and simplified. The main modification has the effect of keeping all the successive approximants to the Hessian matrix positive-definite. This, coupled with some improvements in the line search, has enhanced the performance of the method considerably. The resu...
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Problem statement: The aim of data classification is to establish rules for the classification of some observations assuming that we have a database, which includes of at least two classes. There is a training set for each class. Those problems occur in a wide range of human activity. One of the most promising ways to data classification is based on methods of mathematical optimization. Approac...
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ژورنال
عنوان ژورنال: Mathematical Programming Computation
سال: 2019
ISSN: 1867-2949,1867-2957
DOI: 10.1007/s12532-019-00161-7