| dc.creator | Arouxet, Maria Belen | |
| dc.creator | Echebest, Nélida Ester | |
| dc.creator | Pilotta, Elvio Angel | |
| dc.date | 2011-01 | |
| dc.date.accessioned | 2023-08-31T00:45:08Z | |
| dc.date.available | 2023-08-31T00:45:08Z | |
| dc.identifier | http://hdl.handle.net/11336/193948 | |
| dc.identifier | Arouxet, Maria Belen; Echebest, Nélida Ester; Pilotta, Elvio Angel; Active-set strategy in Powell's method for optimization without derivatives; Sociedade Brasileira de Matemática Aplicada e Computacional; Computational And Applied Mathematics; 30; 1; 1-2011; 171-196 | |
| dc.identifier | 0101-8205 | |
| dc.identifier | CONICET Digital | |
| dc.identifier | CONICET | |
| dc.identifier.uri | https://repositorioslatinoamericanos.uchile.cl/handle/2250/8543751 | |
| dc.description | In this article we present an algorithm for solving bound constrained optimization problems without derivatives based on Powell´s method [38] for derivative-free optimization. First we consider the unconstrained optimization problem. At each iteration a quadratic interpolation model of the objective function is constructed around the current iterate and this model is minimized to obtain a new trial point. The whole process is embedded within a trust-region framework. Our algorithm uses infinity norm instead of the Euclidean norm and we solve a box constrained quadratic subproblem using an active-set strategy to explore faces of the box. Therefore, a bound constrained optimization algorithm is easily extended. We compare our implementation with NEWUOA and BOBYQA, Powell´s algorithms for unconstrained and bound constrained derivative free optimization respectively. Numerical experiments show that, in general, our algorithm require less functional evaluations than Powell´s algorithms. | |
| dc.description | Fil: Arouxet, Maria Belen. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina | |
| dc.description | Fil: Echebest, Nélida Ester. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; Argentina | |
| dc.description | Fil: Pilotta, Elvio Angel. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba. Centro de Investigación y Estudios de Matemática. Universidad Nacional de Córdoba. Centro de Investigación y Estudios de Matemática; Argentina. Universidad Nacional de Córdoba; Argentina | |
| dc.format | application/pdf | |
| dc.format | application/pdf | |
| dc.language | eng | |
| dc.publisher | Sociedade Brasileira de Matemática Aplicada e Computacional | |
| dc.relation | info:eu-repo/semantics/altIdentifier/url/https://www.scielo.br/j/cam/a/GwBm3thcKBWgzMM3TRg968b/?lang=en | |
| dc.relation | info:eu-repo/semantics/altIdentifier/doi/10.1590/S1807-03022011000100009 | |
| dc.rights | info:eu-repo/semantics/openAccess | |
| dc.rights | https://creativecommons.org/licenses/by-nc-sa/2.5/ar/ | |
| dc.subject | derivative-free optimization | |
| dc.subject | active-set method | |
| dc.subject | spectral gradient method | |
| dc.subject | polinomial interpolation | |
| dc.subject | https://purl.org/becyt/ford/1.1 | |
| dc.subject | https://purl.org/becyt/ford/1 | |
| dc.title | Active-set strategy in Powell's method for optimization without derivatives | |
| dc.type | info:eu-repo/semantics/article | |
| dc.type | info:ar-repo/semantics/artículo | |
| dc.type | info:eu-repo/semantics/publishedVersion | |
