کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5776198 1631970 2017 20 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
An interior affine scaling cubic regularization algorithm for derivative-free optimization subject to bound constraints
ترجمه فارسی عنوان
الگوریتم تنظیم مقیاس مکعبی داخلی برای بهینه سازی مشتق شده با محدودیت های محدود
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
چکیده انگلیسی

In this paper, we introduce an affine scaling cubic regularization algorithm for solving optimization problem without available derivatives subject to bound constraints employing a polynomial interpolation approach to handle the unavailable derivatives of the original objective function. We first define an affine scaling cubic model of the approximate objective function which is obtained by the polynomial interpolation approach with an affine scaling method. At each iteration a candidate search direction is determined by solving the affine scaling cubic regularization subproblem and the new iteration is strictly feasible by way of an interior backtracking technique. The global convergence and local superlinear convergence of the proposed algorithm are established under some mild conditions. Preliminary numerical results are reported to show the effectiveness of the proposed algorithm.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 321, September 2017, Pages 108-127
نویسندگان
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