An indicator for the switch from derivative-free to derivative-based optimization
نویسندگان
چکیده
منابع مشابه
An indicator for the switch from derivative-free to derivative-based optimization
In some optimization problems found in applications, the derivatives of the objective function can be computed or approximated but at an expensive cost, and it is desirable to know when to use derivative-free methods (such as direct search, for instance) or derivativebased methods (such as gradient or quasi-Newton methods). Derivative-free methods may achieve a steady initial progress for some ...
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15 صفحه اولDerivative-Free Optimization
In many engineering applications it is common to find optimization problems where the cost function and/or constraints require complex simulations. Though it is often, but not always, theoretically possible in these cases to extract derivative information efficiently, the associated implementation procedures are typically non-trivial and time-consuming (e.g., adjoint-based methodologies). Deriv...
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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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ژورنال
عنوان ژورنال: Operations Research Letters
سال: 2017
ISSN: 0167-6377
DOI: 10.1016/j.orl.2017.05.003