Survey of trust-region derivative free optimization methods | Zendy

Bülent Karasözen | Zendy

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Survey of trust-region derivative free optimization methods

Author(s) -

Bülent Karasözen

Publication year - 2007

Publication title -

journal of industrial and management optimization

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.325

H-Index - 32

eISSN - 1553-166X

pISSN - 1547-5816

DOI - 10.3934/jimo.2007.3.321

Subject(s) - trust region , derivative (finance) , derivative free optimization , interpolation (computer graphics) , set (abstract data type) , separable space , computer science , mathematical optimization , directional derivative , material derivative , algorithm , mathematics , radius , optimization problem , geometry , mathematical analysis , artificial intelligence , programming language , motion (physics) , computer security , economics , financial economics , multi swarm optimization

In this survey article we give the basic description of the interpolation based derivative free optimization methods and their variants. We review the recent contributions dealing with maintaining the geometry of the interpolation set, the management of the trust region radius and the stopping criteria. Derivative free algorithms developed for problems with some structure, like for partially separable functions, are discussed. Two different versions of derivative free algorithms are applied for the optimization of the configuration of the geometry of a stirrer. Numerical results are presented to show the applicability of the algorithms to practical problems.

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