Title of article :
ASmoothMethodforSolvingNon-SmoothUnconstrainedOptimizationProblems
Author/Authors :
Rahmanpour, F Yazd University , hosseini, m.m Yazd University
Abstract :
Weconsiderunconstrainedoptimizationproblemsusingtheexpensiveobjectivefunctioninwhichthederivativesarenotavail-able.Thispropertyofproblemscanoftenimpedetheperformanceofoptimizationalgorithms.MostalgorithmsusuallydetermineaQuasi-Newtondirectionandthenuselinesearchtechnique.Weproposeasmoothingalgorithmwhichisdevelopedtomodifytrustregionandtohandletheobjectivefunctionbasedonradialbasisfunctions(RBFs).Thevalueofobjectivefunctionisreducedaccordingtotherelationwiththepredictedreductionofsurrogatemodel.AteachiterationweconstructthequadraticmodelbasedonRBFs.Theglobalconvergenceofthepro-posedmethodisstudied.Thenumericalresultsarepresentedforsomestandardtestproblemtovalidatethetheoreticalresults.
Keywords :
Derivative-freemethod , trustregionmethod , non-smoothoptimization , unconstrainedoptimizationproblems , radialbasisfunctions
Journal title :
Astroparticle Physics
