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...

Full description

Saved in:
Bibliographic Details
Published in:Algorithms Vol. 16; no. 2; p. 84
Main Authors: Hare, Warren, Jarry-Bolduc, Gabriel
Format: Journal Article
Language:English
Published: Basel MDPI AG 01.02.2023
Subjects:
(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
United Kingdom
Germany
ISSN:1999-4893, 1999-4893
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary: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.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:1999-4893
1999-4893
DOI:10.3390/a16020084