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)
This is the latest version of this item.
Official URL: http://dx.doi.org/10.1080/02331934.2017.1401070
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 |
Available Versions of this Item
-
An alternative globalization strategy for unconstrained optimization. (deposited 15 Sep 2017 15:51)
- An alternative globalization strategy for unconstrained optimization. (deposited 13 Feb 2018 15:41) [Currently Displayed]
Actions (login required)
- View Item