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检索条件"主题词=Derivative-free algorithm"
20 条 记 录,以下是11-20 订阅
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A TRUST-REGION algorithm FOR HETEROGENEOUS MULTIOBJECTIVE OPTIMIZATION
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SIAM JOURNAL ON OPTIMIZATION 2019年 第2期29卷 1017-1047页
作者: Thomann, Jana Eichfelder, Gabriele Tech Univ Ilmenau Inst Math Ilmenau Germany
This paper presents a trust-region method for multiobjective heterogeneous optimization problems. One of the objective functions is an expensive black-box function, given, for example, by a time-consuming simulation. ... 详细信息
来源: 评论
A novel hybrid trust region algorithm based on nonmonotone and LOOCV techniques
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COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 2019年 第2期72卷 499-524页
作者: Ahmadvand, M. Esmaeilbeigi, M. Kamandi, A. Yaghoobi, F. M. Islamic Azad Univ Hamedan Branch Dept Math Hamadan Iran Malayer Univ Fac Math Sci & Stat Malayer Iran Univ Sci & Technol Mazandaran Fac Math Sci Behshahr Iran
In this paper, a novel hybrid trust-region algorithm using radial basis function (RBF) interpolations is proposed. The new algorithm is an improved version of ORBIT algorithm based on two novel ideas. Because the accu... 详细信息
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A fourth-order derivative-free algorithm for nonlinear equations
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JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS 2011年 第8期235卷 2551-2559页
作者: Peng, Yehui Feng, Heying Li, Qiyong Zhang, Xiaoqing Hunan Univ Sci & Technol Sch Math & Comp Sci Xiangtan 411201 Hunan Peoples R China Huazhong Univ Sci & Technol Sch Energy & Power Engn Wuhan 430074 Hubei Peoples R China Huaihua Coll Dept Math Huaihua 418008 Hunan Peoples R China
A two-step derivative-free iterative algorithm is presented for solving nonlinear equations. Error analysis shows that the algorithm is fourth-order with efficiency index equal to 1.5874. A lot of numerical results sh... 详细信息
来源: 评论
Globally convergent algorithms for finding zeros of duplomonotone mappings
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OPTIMIZATION LETTERS 2015年 第3期9卷 569-584页
作者: Artacho, Francisco J. Aragn Fleming, Ronan M. T. Univ Luxembourg Syst Biochem Grp Luxembourg Ctr Syst Biomed L-4362 Esch Sur Alzette Luxembourg
We introduce a new class of mappings, called duplomonotone, which is strictly broader than the class of monotone mappings. We study some of the main properties of duplomonotone functions and provide various examples, ... 详细信息
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A derivative-free TRUST-REGION METHOD FOR BIOBJECTIVE OPTIMIZATION
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SIAM JOURNAL ON OPTIMIZATION 2014年 第1期24卷 334-362页
作者: Ryu, Jong-Hyun Kim, Sujin Hongik Univ Coll Business Management Yeongi Gun Chungcheong Nam South Korea Natl Univ Singapore Ind & Syst Engn Dept Singapore 117576 Singapore
We consider unconstrained black-box biobjective optimization problems in which analytic forms of the objective functions are not available and function values can be obtained only through computationally expensive sim... 详细信息
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Two derivative-free algorithms for nonlinear equations
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OPTIMIZATION METHODS & SOFTWARE 2008年 第3期23卷 395-410页
作者: Deng, Youjun Liu, Zhenhai Cent S Univ Sch Math Sci & Comp Technol Changsha Hunan Peoples R China
In this paper, we propose two new derivative-free algorithms for nonlinear equations. The first is based on quasi-Newton method and is globally and superlinearly convergent under some mild assumptions. The second comb... 详细信息
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A derivative-free algorithm for bound constrained optimization
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COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 2002年 第2期21卷 119-142页
作者: Lucidi, S Sciandrone, M Univ Roma La Sapienza Dipartimento Informat & Sistemist Rome Italy CNR Ist Anal Sistemi & Informat I-00185 Rome Italy
In this work, we propose a new globally convergent derivative-free algorithm for the minimization of a continuously differentiable function in the case that some of (or all) the variables are bounded. This algorithm i... 详细信息
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New sequential and parallel derivative-free algorithms for unconstrained minimization
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SIAM JOURNAL ON OPTIMIZATION 2002年 第1期13卷 79-96页
作者: García-Palomares, UM Rodríguez, JF Univ Simon Bolivar Dept Proc & Sistemas Caracas 1080A Venezuela Dept Mecan Caracas 1080A Venezuela
This paper presents sequential and parallel derivative-free algorithms for finding a local minimum of smooth and nonsmooth functions of practical interest. It is proved that, under mild assumptions, a sufficient decre... 详细信息
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求解不可微箱约束变分不等式的下降算法
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高等学校计算数学学报 2002年 第4期24卷 335-348页
作者: 陈国庆 刘水霞 内蒙古大学理工学院数学系 内蒙古大学理工学院数学系 呼和浩特010021
1 引 论 设X(?)Rn是非空闭集,F:Rn→Rn连续映射,变分不等式问题VI(X,F)是指:求x∈X,使 F(x)T(y-x)≥0,  (?)y∈X,(1)记指标集N=(1,2,…,n},当 X=[a,b]≡{x∈Rn|a≤xi≤bi,i∈N},(2)其中a={a1,a2,…,an}T,b={b1,b2,…,bn}T∈Rn时,VI(X,F... 详细信息
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A METHOD WITH LOW COMPUTING COST TO APPROXIMATE INCREMENTS OF DETERMINANTS NEEDED FOR derivative-free RESTRICTED MAXIMUM-LIKELIHOOD
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JOURNAL OF DAIRY SCIENCE 1995年 第3期78卷 672-677页
作者: RICO, M GARCIACORTES, LA NATL INST ANIM SCI DEPT RES PIGS & HORSESDK-8830 TJELEDENMARK
Estimation of variance components by REML via derivative-free algorithms requires the determinant of the coefficient matrix of mixed model equations. A Monte Carlo-based method is proposed to approximate the increment... 详细信息
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