کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9509573 | 1341404 | 2005 | 19 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
CONDOR, a new parallel, constrained extension of Powell's UOBYQA algorithm: Experimental results and comparison with the DFO algorithm
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
This paper presents an algorithmic extension of Powell's UOBYQA algorithm (Unconstrained Optimization BY Quadratical Approximation). We start by summarizing the original algorithm of Powell and by presenting it in a more comprehensible form. Thereafter, we report comparative numerical results between UOBYQA, DFO and a parallel, constrained extension of UOBYQA that will be called in the paper CONDOR (COnstrained, Non-linear, Direct, parallel Optimization using trust Region method for high-computing load function). The experimental results are very encouraging and validate the approach. They open wide possibilities in the field of noisy and high-computing-load objective functions optimization (from 2Â min to several days) like, for instance, industrial shape optimization based on computation fluid dynamic codes or partial differential equations solvers. Finally, we present a new, easily comprehensible and fully stand-alone implementation in C++ of the parallel algorithm.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 181, Issue 1, 1 September 2005, Pages 157-175
Journal: Journal of Computational and Applied Mathematics - Volume 181, Issue 1, 1 September 2005, Pages 157-175
نویسندگان
Frank Vanden Berghen, Hugues Bersini,