Application of the Parabola Method in Nonconvex Optimization : научное издание

Описание

Тип публикации: статья из журнала

Год издания: 2024

Идентификатор DOI: 10.3390/a17030107

Аннотация: <jats:p>We consider the Golden Section and Parabola Methods for solving univariate optimization problems. For multivariate problems, we use these methods as line search procedures in combination with well-known zero-order methods such as the coordinate descent method, the Hooke and Jeeves method, and the Rosenbrock method. A compreПоказать полностьюhensive numerical comparison of the obtained versions of zero-order methods is given in the present work. The set of test problems includes nonconvex functions with a large number of local and global optimum points. Zero-order methods combined with the Parabola method demonstrate high performance and quite frequently find the global optimum even for large problems (up to 100 variables).</jats:p>

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Издание

Журнал: Algorithms

Выпуск журнала: Т. 17, 3

Номера страниц: 107

ISSN журнала: 19994893

Персоны

  • Kolosnitsyn Anton (Department of Applied Mathematics, Melentiev Energy Systems Institute, Lermontov St. 130, 664033 Irkutsk, Russia)
  • Khamisov Oleg (Department of Applied Mathematics, Melentiev Energy Systems Institute, Lermontov St. 130, 664033 Irkutsk, Russia)
  • Semenkin Eugene (Scientific and Educational Center “Artificial Intellegence Technologies”, Bauman Moscow State Technical University, 2nd Baumanskaya, Str. 5, 105005 Moscow, Russia)
  • Nelyub Vladimir (Scientific and Educational Center “Artificial Intellegence Technologies”, Bauman Moscow State Technical University, 2nd Baumanskaya, Str. 5, 105005 Moscow, Russia)

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