A batch, derivative-free algorithm for finding multiple local minima

被引:0
|
作者
Jeffrey Larson
Stefan M. Wild
机构
[1] Argonne National Laboratory,
来源
Optimization and Engineering | 2016年 / 17卷
关键词
Derivative-free optimization; Multistart; Parallel algorithms; Global optimization; 90C56; 90C30; 90C26;
D O I
暂无
中图分类号
学科分类号
摘要
We propose a derivative-free algorithm for finding high-quality local minima for functions that require significant computational resources to evaluate. Our algorithm efficiently utilizes the computational resources allocated to it and also has strong theoretical results, almost surely starting a finite number of local optimization runs and identifying all local minima. We propose metrics for measuring how efficiently an algorithm finds local minima, and we benchmark our algorithm on synthetic problems (with known local minima) and two real-world applications.
引用
收藏
页码:205 / 228
页数:23
相关论文
共 50 条
  • [41] AN EFFICIENT AND DERIVATIVE-FREE ALGORITHM FOR FINDING THE MINIMUM OF A 1-D USER-DEFINED FUNCTION
    YU, FX
    SINGH, VP
    ADVANCES IN ENGINEERING SOFTWARE, 1993, 16 (03) : 161 - 169
  • [42] A derivative-free algorithm for linearly constrained optimization problems
    Gumma, E. A. E.
    Hashim, M. H. A.
    Ali, M. Montaz
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2014, 57 (03) : 599 - 621
  • [43] DERIVATIVE-FREE ALGORITHM FOR A CLASS OF INFINITELY CONSTRAINED PROBLEMS
    TRAHAN, R
    POLAK, E
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1980, 25 (01) : 54 - 61
  • [44] An excellent derivative-free multiple-zero finding numerical technique of optimal eighth order convergence
    Sharma J.R.
    Kumar S.
    ANNALI DELL'UNIVERSITA' DI FERRARA, 2022, 68 (1) : 161 - 186
  • [45] Derivative-free global ship design optimization using global/local hybridization of the DIRECT algorithm
    Emilio F. Campana
    Matteo Diez
    Umberto Iemma
    Giampaolo Liuzzi
    Stefano Lucidi
    Francesco Rinaldi
    Andrea Serani
    Optimization and Engineering, 2016, 17 : 127 - 156
  • [46] Derivative-free global ship design optimization using global/local hybridization of the DIRECT algorithm
    Campana, Emilio F.
    Diez, Matteo
    Iemma, Umberto
    Liuzzi, Giampaolo
    Lucidi, Stefano
    Rinaldi, Francesco
    Serani, Andrea
    OPTIMIZATION AND ENGINEERING, 2016, 17 (01) : 127 - 156
  • [47] Optimal Derivative-Free Root Finding Methods Based on Inverse Interpolation
    Junjua, Moin-ud-Din
    Zafar, Fiza
    Yasmin, Nusrat
    MATHEMATICS, 2019, 7 (02)
  • [48] Optimal derivative-free root finding methods based on the Hermite interpolation
    Yasmin, Nusrat
    Zafar, Fiza
    Akram, Saima
    JOURNAL OF NONLINEAR SCIENCES AND APPLICATIONS, 2016, 9 (06): : 4427 - 4435
  • [49] PTrace: Derivative-Free Local Tracing of Bicriterial Design Tradeoffs
    Singhee, Amith
    2011 IEEE/ACM INTERNATIONAL CONFERENCE ON COMPUTER-AIDED DESIGN (ICCAD), 2011, : 498 - 502
  • [50] Dynamics and local convergence of a family of derivative-free iterative processes
    Hernandez-Veron, M. A.
    Magrenan, A. A.
    Rubio, M. J.
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2019, 354 : 414 - 430