A Derivative-Free Optimization Algorithm Using Sparse Grid Integration
نویسندگان
چکیده
منابع مشابه
A Derivative-Free Optimization Algorithm Using Sparse Grid Integration
We present a new derivative-free optimization algorithm based on the sparse grid numerical integration. The algorithm applies to a smooth nonlinear objective function where calculating its gradient is impossible and evaluating its value is also very expensive. The new algorithm has: 1) a unique starting point strategy; 2) an effective global search heuristic; and 3) consistent local convergence...
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ژورنال
عنوان ژورنال: American Journal of Computational Mathematics
سال: 2013
ISSN: 2161-1203,2161-1211
DOI: 10.4236/ajcm.2013.31003