An alternative globalization strategy for unconstrained optimization

Öztoprak, Figen and Birbil, Ş. İlker (2018) An alternative globalization strategy for unconstrained optimization. Optimization, 67 (3). pp. 377-392. ISSN 0233-1934 (Print) 1029-4945 (Online)

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Abstract

We propose a new globalization strategy that can be used in unconstrained optimization algorithms to support rapid convergence from remote starting points. Our approach is based on using multiple points at each iteration to build a sequence of representative models of the objective function. Using the new information gathered from those multiple points, a local step is gradually improved by updating its direction as well as its length. We give a global convergence result and also provide the parallel implementation details accompanied with a numerical study. Our numerical study shows that the proposed algorithm is a promising alternative as a globalization strategy.
Item Type: Article
Uncontrolled Keywords: Globalization strategy; unconstrained optimization; parallel implementation
Divisions: Faculty of Engineering and Natural Sciences > Academic programs > Industrial Engineering
Faculty of Engineering and Natural Sciences
Faculty of Engineering and Natural Sciences > Academic programs > Manufacturing Systems Eng.
Depositing User: Ş. İlker Birbil
Date Deposited: 13 Feb 2018 15:41
Last Modified: 17 May 2023 15:49
URI: https://research.sabanciuniv.edu/id/eprint/34230

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