About the Performance of a Calculus-Based Approach to Building Model Functions in a Derivative-Free Trust-Region Algorithm
This paper examines a calculus-based approach to building model functions in a derivative-free algorithm. This calculus-based approach can be used when the objective function considered is defined via more than one blackbox. Two versions of a derivative-free trust-region method are implemented. The...
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| Veröffentlicht in: | Algorithms Jg. 16; H. 2; S. 84 |
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| Format: | Journal Article |
| Sprache: | Englisch |
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| ISSN: | 1999-4893, 1999-4893 |
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| Abstract | This paper examines a calculus-based approach to building model functions in a derivative-free algorithm. This calculus-based approach can be used when the objective function considered is defined via more than one blackbox. Two versions of a derivative-free trust-region method are implemented. The first version builds model functions by using a calculus-based approach, and the second version builds model functions by directly considering the objective function. The numerical experiments demonstrate that the calculus-based approach provides better results in most situations and significantly better results in specific situations. |
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| AbstractList | This paper examines a calculus-based approach to building model functions in a derivative-free algorithm. This calculus-based approach can be used when the objective function considered is defined via more than one blackbox. Two versions of a derivative-free trust-region method are implemented. The first version builds model functions by using a calculus-based approach, and the second version builds model functions by directly considering the objective function. The numerical experiments demonstrate that the calculus-based approach provides better results in most situations and significantly better results in specific situations. |
| Audience | Academic |
| Author | Jarry-Bolduc, Gabriel Hare, Warren |
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| SubjectTerms | (generalized) simplex gradient Algorithms Analysis Approximation blackbox optimization Calculus calculus-based approach composite objective functions derivative-free algorithms Derivatives Mathematical analysis Mathematical optimization Methods Optimization trust-region methods |
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| Title | About the Performance of a Calculus-Based Approach to Building Model Functions in a Derivative-Free Trust-Region Algorithm |
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