Using Problem Structure in Derivative-free Optimization

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Résumé

Derivative-free unconstrained optimization is the class of optimization methods for which the derivatives of the objective function are unavailable. These methods are already well-studied, but are typically restricted to problems involving a small number of variables. The paper discusses how this restriction may be removed by the use the underlying problems structure, both in the case of pattern-search and interpolation methods. The focus is on partially separable objective function, but it is shown how Hessian sparsity, a weaker structure description, can also be used to advantage.
langue originaleAnglais
Pages (de - à)11-18
Nombre de pages8
journalSIOPT Views and News
Volume17
Numéro de publication1
Etat de la publicationNon publié - 2006

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  • Projets

    DFO: Algorithmes d'optimisation numérique sans dérivées

    TOINT, P., COLSON, B., Gratton, S., Tröltzsch, A. & RODRIGUES SAMPAIO, P.

    1/03/94 → …

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