Zobrazeno 1 - 10
of 119
pro vyhledávání: '"John E. Dennis"'
Publikováno v:
SIAM Review. 60:3-55
The $l_2$ normalized inverse, shifted inverse, and Rayleigh quotient iterations are classic algorithms for approximating an eigenvector of a symmetric matrix. This work establishes rigorously that each iterate produced by one of these three algorithm
Computer Science Department
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::75bbefb9480c44ab2c990aa307cdec0e
Publikováno v:
Optimization Methods and Software. 27:613-624
This paper proposes a framework for trade-off analyses of blackbox constrained optimization problems. Two strategies are developed to show the trade-off of the optimal objective function value with tightening or loosening general constraints. These a
Publikováno v:
Structural and Multidisciplinary Optimization. 45:53-64
In this paper, we characterize a new class of computationally expensive optimization problems and introduce an approach for solving them. In this class of problems, objective function values may be directly related to the computational time required
Publikováno v:
Computational Optimization and Applications. 46:193-215
The class of Mesh Adaptive Direct Search (Mads) algorithms is designed for the optimization of constrained black-box problems. The purpose of this paper is to compare instantiations of Mads under different strategies to handle constraints. Intensive
Autor:
John E. Dennis, Charles Audet
Publikováno v:
SIAM Journal on Optimization. 20:445-472
We propose a new constraint-handling approach for general constraints that is applicable to a widely used class of constrained derivative-free optimization methods. As in many methods that allow infeasible iterates, constraint violations are aggregat
Publikováno v:
SIAM Journal on Optimization. 20:948-966
The purpose of this paper is to introduce a new way of choosing directions for the mesh adaptive direct search (Mads) class of algorithms. The advantages of this new OrthoMads instantiation of Mads are that the polling directions are chosen determini
Publikováno v:
Optimization Methods and Software. 23:297-319
This paper deals with generalized pattern search (GPS) algorithms for linearly constrained optimization. At each iteration, the GPS algorithm generates a set of directions that conforms to the geometry of any nearby linear constraints. This set is th
Autor:
K. R. Fowler, Tamara G. Kolda, John E. Dennis, G. Couture, Cass T. Miller, Charles Audet, Christopher E. Kees, Matthew W. Farthing, J. M. Gablonsky, Andrew J. Booker, J.P. Reese, D. E. Finkel, Carl Tim Kelley, Genetha Anne Gray, R.W. Darwin
Publikováno v:
Advances in Water Resources. 31:743-757
Management decisions involving groundwater supply and remediation often rely on optimization techniques to determine an effective strategy. We introduce several derivative-free sampling methods for solving constrained optimization problems that have
Publikováno v:
SIAM Journal on Optimization. 19:1150-1170
This paper describes a parallel space decomposition PSD technique for the mesh adaptive direct search MADS algorithm. MADS extends a generalized pattern search for constrained nonsmooth optimization problems. The objective of the present work is to o