Artículo

A nonmonotone coordinate search method for bound constrained optimization

Frau, Johanna AnalizIcon ; Pilotta, Elvio AngelIcon
Fecha de publicación: 09/2020
Editorial: Institute for Mathematical Research
Revista: Malaysian Journal of Mathematical Sciences
ISSN: 1823-8343
e-ISSN: 2289-750X
Idioma: Inglés
Tipo de recurso: Artículo publicado
Clasificación temática:

Resumen

A new coordinate search method for bound constrained optimization isintroduced. The proposed algorithm employs coordinate directions, ina suitable way, with a nonmonotone line search for accepting the newpoint, without using derivatives of the objective function. The mainglobal convergence results are strongly based on the relationship betweenthe step length and a stationarity measure. Also, a detailed benchmarkstudy comparing dierent line search strategies is presented using a wellknown set of test problems.
Palabras clave: Pattern search methods , Bound constrained optimization , Global convergence , Nonmonotone linesearch algorithms
 
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Licencia
info:eu-repo/semantics/restrictedAccess Excepto donde se diga explícitamente, este item se publica bajo la siguiente descripción: Creative Commons Attribution-NonCommercial-ShareAlike 2.5 Unported (CC BY-NC-SA 2.5)
Identificadores
URI: http://hdl.handle.net/11336/143436
URL: https://einspem.upm.edu.my/journal/volume14.3.php
Colecciones
Articulos(CIEM)
Articulos de CENT.INV.Y ESTUDIOS DE MATEMATICA DE CORDOBA(P)
Citación
Frau, Johanna Analiz; Pilotta, Elvio Angel; A nonmonotone coordinate search method for bound constrained optimization; Institute for Mathematical Research; Malaysian Journal of Mathematical Sciences; 14; 3; 9-2020; 451-471
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