无梯度优化算法(DFO-Derivative-Free Optimization)可以在不计算梯度的情况下进行问题的最优化,主要有两类思路,一是根据目标函数的样本进行拟合,对拟合函数进行最优化;二是用一些启发式算法。 1. 有限差分和误差 2. 基于模型近似的方法 3. 坐标和模式搜索方法 4. 其他DFO方法 5. 总结 有限差分和误差 有限差分方法...
Derivative-Free Optimization Methods A flexible and expandable library for derivative-free optimization algorithms. Carlos Cotta, 2024 Features Currently included methods are: Hooke-Jeeves algorithm Nelder-Mead algorithm Requirements Requires JDK 17 or higher. The project relies on the json-simple library ...
Derivative free optimization (DFO) methods are typically designed to solve optimization problems whose objective function is computed by a "black box"; hence, the gradient computation is unavailable. Each call to the "black box " is often expensive, so estimating derivatives by finite differences ma...
physicsspectra optimization direct search nanostructureMany properties of nanostructures depend on the atomic configuration at the surface. One common technique used for determining this surface structure is based on the low energy electron diffraction (LEED) method, which uses a high-fidelity physics ...
Derivative-free optimization focuses on designing methods to solve optimization problems without the analytical knowledge of the function. In this paper, we consider the problem of designing derivative-free methods for finite minimax problems: min(x) max(i)= 1,2,..., N {f(i)(x)}. In order...
Derivative-free optimization methods for surface structure determination of nanosystems 喜欢 0 阅读量: 8 作者: J.,C.,Meza,A.,Garcia-Lekue,M.,A.,Abramson,J.,E.,Dennis 摘要: Many properties of nanostructures depend on the atomic configuration at the surface. One common technique used for ...
Discrete gradient method: a derivative free method for nonsmooth optimization, J. Opt. Theor. Appl. 137, 317-334.A.M. Bagirov, B. Karaso¨zen, and M. Sezer. Discrete gradient method: derivative- free method for nonsmooth optimization. Journal of Optimization Theory and Applications, 137(2)...
the combination of integer and continuous process variables, which were shown to be the most influential on the objective functions; however, the use of derivative-free optimization methods can be readily used together with process simulation methods and is part of future work that could be ...
Nondifferentiable objective functions arise when the goal of the mesh optimization is to improve the worst quality element in the mesh. We propose two derivative-free methods for mesh optimization, namely the pattern search (PS) and multidirectional search (MDS) mesh quality improvement methods, to...
Ragonneau, T.M., Zhang, Z.: PDFO: a cross-platform package for Powell’s derivative-free optimization solvers.arXiv:2302.13246(2023) Ragonneau, T.M.: Model-based derivative-free optimization methods and software. PhD thesis, Department of Applied Mathematics, The Hong Kong Polytechnic Universit...