A MODIFIED DERIVATIVE-FREE ALGORITHM FOR BOUND CONSTRAINED OPTIMIZATION

摘要：

In this work, we have modified the optimization algorithm in 1 by incorporating the local information, which is progressively obtained during the iterations of the algorithm.Whenever two suitable descent directions are detected, a new point is produced through a linesearch along the composite direction. The results of the numerical examples have demonstrated the improved efficiency.

关键词： Bound-constrained optimization pattern search method line search method

作者: YAN LI QING-HUA ZHOU

作者单位: College of Mathematics and Computer, Hebei University, Baoding, Hebei, 071002, China

会议类型: 国际会议

会议名称: 2006 International Conference on Machine Learning and Cybernetics(IEEE第五届机器学习与控制论坛)

会议地点: 大连

会议语种:英文

页码: 2242-2245

在线出版日期: 2006-08-13（万方平台首次上网日期，不代表论文的发表时间）