Title :
A Modified Derivative-Free Algorithm for Bound Constrained Optimization
Author :
Li, Yan ; Zhou, Qing-hua
Author_Institution :
Coll. of Math. & Comput., Hebei Univ.
Abstract :
In this work, we have modified the optimization algorithm in (R.M. Lewis et al., 2000) by incorporating the local information, which is progressively obtained during the iterations of the algorithm. Whenever two suitable descent directions are detected, a new point is produced through a linesearch along the composite direction. The results of the numerical examples have demonstrated the improved efficiency
Keywords :
constraint theory; minimisation; search problems; bound constrained optimization; derivative-free algorithm; linesearch method; minimisation; pattern search method; Constraint optimization; Cybernetics; Educational institutions; Machine learning; Machine learning algorithms; Mathematics; Minimization methods; Optimization methods; Sampling methods; Search methods; Sections; Bound-constrained optimization; line search method; pattern search method;
Conference_Titel :
Machine Learning and Cybernetics, 2006 International Conference on
Conference_Location :
Dalian, China
Print_ISBN :
1-4244-0061-9
DOI :
10.1109/ICMLC.2006.258666
