Unconstrained derivative-free optimization by successive approximation
نویسندگان
چکیده
منابع مشابه
Unconstrained Derivative-Free Optimization by Successive Approximation
We present an algorithmic framework for unconstrained derivative-free optimization based on dividing the search space in regions (partitions). Every partition is assigned a representative point. The representative points form a grid. A piece-wise constant approximation to the function subject to optimization is constructed using a partitioning and its corresponding grid. The convergence of the ...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2009
ISSN: 0377-0427
DOI: 10.1016/j.cam.2007.12.017