scholarly journals ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization

2018 ◽  
Vol 28 (4) ◽  
pp. 3145-3176 ◽  
Author(s):  
Sara Shashaani ◽  
Fatemeh S. Hashemi ◽  
Raghu Pasupathy
Keyword(s):  
Stochastic Optimization ◽  
Adaptive Sampling ◽  
Trust Region ◽  
Trust Region Algorithms ◽  
Derivative Free

scholarly journals On the construction of quadratic models for derivative-free trust-region algorithms

2017 ◽  
Vol 5 (4) ◽  
pp. 501-527 ◽  
Author(s):  
Adriano Verdério ◽  
Elizabeth W. Karas ◽  
Lucas G. Pedroso ◽  
Katya Scheinberg
Keyword(s):  
Trust Region ◽  
Trust Region Algorithms ◽  
Derivative Free ◽  
Quadratic Models

Adaptive Sampling line search for local stochastic optimization with integer variables

2021 ◽  
Author(s):  
Prasanna K. Ragavan ◽  
Susan R. Hunter ◽  
Raghu Pasupathy ◽  
Michael R. Taaffe
Keyword(s):  
Stochastic Optimization ◽  
Adaptive Sampling ◽  
Line Search ◽  
Integer Variables ◽  
Sampling Line

scholarly journals RF cavity design exploiting a new derivative-free trust region optimization approach

2015 ◽  
Vol 6 (6) ◽  
pp. 915-924 ◽  
Author(s):  
Abdel-Karim S.O. Hassan ◽  
Hany L. Abdel-Malek ◽  
Ahmed S.A. Mohamed ◽  
Tamer M. Abuelfadl ◽  
Ahmed E. Elqenawy
Keyword(s):  
Trust Region ◽  
Optimization Approach ◽  
Rf Cavity ◽  
Derivative Free ◽  
Cavity Design

Parameterize the Center of the Trust Region for Solving Quadratic Interpolation Models

2011 ◽  
Vol 52-54 ◽  
pp. 920-925
Author(s):  
Qing Hua Zhou ◽  
Yan Geng ◽  
Ya Rui Zhang ◽  
Feng Xia Xu
Keyword(s):  
Optimization Problems ◽  
Trust Region Method ◽  
Main Idea ◽  
Trust Region ◽  
Search Region ◽  
Trust Region Algorithm ◽  
Unconstrained Optimization Problems ◽  
Simplex Search ◽  
Quadratic Interpolation ◽  
Derivative Free

The derivative free trust region algorithm was considered for solving the unconstrained optimization problems. This paper introduces a novel methodology that modified the center of the trust region in order to improve the search region. The main idea is parameterizing the center of the trust region based on the ideas of multi-directional search and simplex search algorithms. The scope of the new region was so expanded by introducing a parameter as to we can find a better descent directions. Experimental results reveal that the new method is more effective than the classic trust region method on the testing problems.

A Derivative-Free Trust-Region Algorithm for Well Control Optimization

2020 ◽  
Author(s):  
T. Silva ◽  
M. Bellout ◽  
C. Giuliani ◽  
E. Camponogara ◽  
A. Pavlov
Keyword(s):  
Trust Region ◽  
Well Control ◽  
Trust Region Algorithm ◽  
Control Optimization ◽  
Derivative Free
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