DocumentCode
2892875
Title
A Modified Derivative-Free Algorithm for Bound Constrained Optimization
Author
Li, Yan ; Zhou, Qing-hua
Author_Institution
Coll. of Math. & Comput., Hebei Univ.
fYear
2006
fDate
13-16 Aug. 2006
Firstpage
2242
Lastpage
2245
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Machine Learning and Cybernetics, 2006 International Conference on
Conference_Location
Dalian, China
Print_ISBN
1-4244-0061-9
Type
conf
DOI
10.1109/ICMLC.2006.258666
Filename
4028437
Link To Document