دورية أكاديمية
Optimization by moving ridge functions: derivative-free optimization for computationally intensive functions
| العنوان: | Optimization by moving ridge functions: derivative-free optimization for computationally intensive functions |
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| المؤلفون: | Gross, JC, Parks, GT |
| بيانات النشر: | Informa UK Limited //dx.doi.org/10.1080/0305215x.2021.1886286 Engineering Optimization |
| سنة النشر: | 2022 |
| المجموعة: | Apollo - University of Cambridge Repository |
| مصطلحات موضوعية: | Derivative-free optimization, nonlinear optimization, trust region methods, dimension reduction, ridge functions |
| الوصف: | A novel derivative-free algorithm, optimization by moving ridge functions (OMoRF), for unconstrained and bound-constrained optimization is presented. This algorithm couples trust region methodologies with output-based dimension reduction to accel- erate convergence of model-based optimization strategies. The dimension-reducing subspace is updated as the trust region moves through the function domain, al- lowing OMoRF to be applied to functions with no known global low-dimensional structure. Furthermore, its low computational requirement allows it to make rapid progress when optimizing high-dimensional functions. Its performance is examined on a set of test problems of moderate to high dimension and a high-dimensional design optimization problem. The results show that OMoRF compares favourably to other common derivative-free optimization methods, even for functions in which no underlying global low-dimensional structure is known. |
| نوع الوثيقة: | article in journal/newspaper |
| وصف الملف: | application/pdf |
| اللغة: | English |
| العلاقة: | https://www.repository.cam.ac.uk/handle/1810/315891Test |
| DOI: | 10.17863/CAM.63002 |
| الإتاحة: | https://doi.org/10.17863/CAM.63002Test https://www.repository.cam.ac.uk/handle/1810/315891Test |
| حقوق: | All rights reserved |
| رقم الانضمام: | edsbas.7951BA8C |
| قاعدة البيانات: | BASE |
| DOI: | 10.17863/CAM.63002 |
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