Survey of trust-region derivative free optimization methods

Date

2007-05-01

Author

Karasözen, Bülent

Metadata

Show full item record

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Item Usage Stats

24
views

0
downloads

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

Suggestions

OpenMETU
Core

A NEW HEURISTIC APPROACH FOR THE MULTIITEM DYNAMIC LOT-SIZING PROBLEM KIRCA, O; KOKTEN, M (Elsevier BV, 1994-06-09) In this paper a framework for a new heuristic approach for solving the single level multi-item capacitated dynamic lot sizing problem is presented. The approach uses an iterative item-by-item strategy for generating solutions to the problem. In each iteration a set of items are scheduled over the planning horizon and the procedure terminates when all items are scheduled. An algorithm that implements this approach is developed in which in each iteration a single item is selected and scheduled over the planni...
Optimization approaches for classification and feature selection using overlapping hyperboxes Akbulut, Derya; Özdemirel, Nur Evin; İyigün, Cem; Department of Industrial Engineering (2019) In this thesis, an optimization approach is proposed for the binary classification problem. A mixed integer programming (MIP) model formulation is used to generate hyperboxes as classifiers. The hyperboxes are determined by lower and upper bounds on the feature values, and overlapping of hyperboxes is allowed to reach a balance between misclassification and overfitting. For the test phase, distance-based heuristic algorithms are also developed to classify the overlap and uncovered samples that are not class...
Application of ODSA to population calculation Ulukaya, Mustafa; Demirbaş, Kerim; Department of Electrical and Electronics Engineering (2006) In this thesis, Optimum Decoding-based Smoothing Algorithm (ODSA) is applied to well-known Discrete Lotka-Volterra Model. The performance of the algorithm is investigated for various parameters by simulations. Moreover, ODSA is compared with the SIR Particle Filter Algorithm. The advantages and disadvantages of the both algorithms are presented.
Effective optimization with weighted automata on decomposable trees Ravve, E. V.; Volkovich, Z.; Weber, Gerhard Wilhelm (Informa UK Limited, 2014-01-02) In this paper, we consider quantitative optimization problems on decomposable discrete systems. We restrict ourselves to labeled trees as the description of the systems and we use weighted automata on them as our computational model. We introduce a new kind of labeled decomposable trees, sum-like weighted labeled trees, and propose a method, which allows us to reduce the solution of an optimization problem, defined in a fragment of Weighted Monadic Second Order Logic, on such a tree to the solution of effec...
Analysis of correlated circular and extremal data with a flexible cylindrical distribution Kalaylıoğlu Akyıldız, Zeynep Işıl (2021-08-01) In this article, we introduce a flexible cylindrical distribution for modeling and analysis of dependent extremal and directional observations. The distribution can be used to investigate the connection between two related phenomena, such as the daily fastest wind speed and its direction. The proposed model is applicable for the analysis of a wide variety of cylindrical data, including datasets with asymmetrically distributed directional observations. The model enjoys the advantages of interpretable model p...

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.