Derivative Free Optimization

نویسنده

  • M. J. D. Powell
چکیده

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Three-terms Conjugate Gradient Algorithm for Solving Large-Scale Systems of Nonlinear Equations

Nonlinear conjugate gradient method is well known in solving large-scale unconstrained optimization problems due to it’s low storage requirement and simple to implement. Research activities on it’s application to handle higher dimensional systems of nonlinear equations are just beginning. This paper presents a Threeterm Conjugate Gradient algorithm for solving Large-Scale systems of nonlinear e...

متن کامل

Derivative-Free Robust Optimization for Circuit Design

In this paper, we introduce a framework for derivative-free robust optimization based on the use of an efficient derivative-free optimization routine for mixed integer nonlinear problems. The proposed framework is employed to find a robust optimal design of a particular integrated circuit (namely a DC-DC converter commonly used in portable electronic devices). The proposed robust optimization a...

متن کامل

Derivative-free optimization methods for finite minimax problems

Derivative-free optimization focuses on designing methods to solve optimization problems without the analytical knowledge of the function. In this paper we consider the problem of designing derivative-free methods for finite minimax problems: minx maxi=1,2,...N{fi(x)}. In order to solve the problem efficiently, we seek to exploit the smooth substructure within the problem. Using ideas developed...

متن کامل

Derivative-Free Optimization for Oil Field Operations

A variety of optimization problems associated with oil production involve cost functions and constraints that require calls to a subsurface flow simulator. In many situations gradient information cannot be obtained efficiently, or a global search is required. This motivates the use of derivative-free (non-invasive, blackbox) optimization methods. This chapter describes the use of several deriva...

متن کامل

Numerical experience with a derivative-free trust-funnel method for nonlinear optimization problems with general nonlinear constraints

A trust-funnel method is proposed for solving nonlinear optimization problems with general nonlinear constraints. It extends the one presented by Gould and Toint (Math. Prog., 122(1):155196, 2010), originally proposed for equality-constrained optimization problems only, to problems with both equality and inequality constraints and where simple bounds are also considered. As the original one, ou...

متن کامل

Derivative-free optimization: a review of algorithms and comparison of software implementations

This paper addresses the solution of bound-constrained optimization problems using algorithms that require only the availability of objective function values but no derivative information. We refer to these algorithms as derivative-free algorithms. Fueled by a growing number of applications in science and engineering, the development of derivativefree optimization algorithms has long been studi...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2013