An Efficient Modified Derivative-Free Method on Bound Constrained Optimization
Journal Title: Scholars Journal of Engineering and Technology - Year 2014, Vol 2, Issue 4
Abstract
This paper introduces an efficient modified derivative-free method for bound constrained optimization problems. It is based on the coordinate search method. During the running of the algorithm, it incorporates the progressive obtained local information into the current iteration. Actually, after we find two different suitable descent directions, we introduce the composite expansion step. By doing these, a new point is produced through some kind of line search techniques. Then we test the efficiency of our new method on the benchmarking. The computational results shows the efficiency of the modified algorithm. Keywords: bound constrained optimization; derivative-free method; line search
Authors and Affiliations
Xiaoli Zhang, Qinghua Zhou
Keywords
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