Authors:
- Clarity of presentation as well as discussion of open problems are an attractive feature for instructors and potential practitioners in derivative-free methods for optimization
- Highlights a new and simple derivative-free optimization algorithm which proves to be efficient and robust for solving unconstrained optimization problems
- Underscores the two distinct phases of the algorithm has two distinct phases
Part of the book series: SpringerBriefs in Optimization (BRIEFSOPTI)
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Table of contents (5 chapters)
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Front Matter
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Back Matter
About this book
The book is intended for graduate students and researchers in mathematics, computer science, and operational research. The book presents a new derivative-free optimization method/algorithm based on randomly generated trial points in specified domains and where the best ones are selected at each iteration by using a number of rules. This method is different from many other well established methods presented in the literature and proves to be competitive for solving many unconstrained optimization problems with different structures and complexities, with a relative large number of variables. Intensive numerical experiments with 140 unconstrained optimization problems, with up to 500 variables, have shown that this approach is efficient and robust.
Structured into 4 chapters, Chapter 1 is introductory. Chapter 2 is dedicated to presenting a two level derivative-free random search method for unconstrained optimization. It is assumed that the minimizing function is continuous, lower bounded and its minimum value is known. Chapter 3 proves the convergence of the algorithm. In Chapter 4, the numerical performances of the algorithm are shown for solving 140 unconstrained optimization problems, out of which 16 are real applications. This shows that the optimization process has two phases: the reduction phase and the stalling one. Finally, the performances of the algorithm for solving a number of 30 large-scale unconstrained optimization problems up to 500 variables are presented. These numerical results show that this approach based on the two level random search method for unconstrained optimization is able to solve a large diversity of problems with different structures and complexities.
There are a number of open problems which refer to the following aspects: the selection of the number of trial or the number of the local trial points, the selection of the bounds of the domains where the trial points and the local trial points are randomly generated and a criterion for initiating the line search.
Authors and Affiliations
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Center for Advanced Modeling and Optimization, Academy of Romanian Scientists, Bucharest, Romania
Neculai Andrei
About the author
Bibliographic Information
Book Title: A Derivative-free Two Level Random Search Method for Unconstrained Optimization
Authors: Neculai Andrei
Series Title: SpringerBriefs in Optimization
DOI: https://doi.org/10.1007/978-3-030-68517-1
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Author(s), under exclusive license to Springer Nature Switzerland AG 2021
Softcover ISBN: 978-3-030-68516-4Published: 01 April 2021
eBook ISBN: 978-3-030-68517-1Published: 31 March 2021
Series ISSN: 2190-8354
Series E-ISSN: 2191-575X
Edition Number: 1
Number of Pages: XI, 118
Number of Illustrations: 1 b/w illustrations, 13 illustrations in colour
Topics: Optimization, Operations Research, Management Science