Survey of trust-region derivative free optimization methods

Date

2007-05-01

Author

Karasözen, Bülent

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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.

Subject Keywords

Derivative-free optimization, Multi-variate interpolation, Trust-region methods, Partially separable functions

URI

https://hdl.handle.net/11511/32571

Journal

JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION

DOI

https://doi.org/10.3934/jimo.2007.3.321

Collections

Graduate School of Applied Mathematics, Article

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Citation Formats

B. Karasözen, “Survey of trust-region derivative free optimization methods,” JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, pp. 321–334, 2007, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/32571.