Optimization without derivatives: A simple direct search method

Csallner, András and Balogh, János (2007) Optimization without derivatives: A simple direct search method. Pollack Periodica, 2 (Supple). pp. 145-154. ISSN 1788-1994

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An efficient and rapid heuristic local search method is dealt with, which can be applied for a wide class of nonlinear functions. The algorithm does not use gradients of the objective, and can be implemented in a very simple way. As it is demonstrated, its computational requirements are also low. The method is working using a coordinate-wise search step in each iteration cycle. Our implementation is described, shown, and analyzed through some test functions of the literature. The illustrative numerical study is attached, as well as a comparison with the well-known gradient method. The simplicity and easy-to-program nature of the method makes it to be able to be used in education.

Item Type: Article
Subjects: T Technology / alkalmazott, műszaki tudományok > TA Engineering (General). Civil engineering (General) / általános mérnöki tudományok
Depositing User: Erika Bilicsi
Date Deposited: 14 Oct 2017 12:51
Last Modified: 14 Oct 2017 12:51

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