| Autor: |
Gross, James C., Parks, Geoffrey T. |
| Předmět: |
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| Zdroj: |
Engineering Optimization; Apr2022, Vol. 54 Issue 4, p553-575, 23p |
| Abstrakt: |
A novel derivative-free algorithm, called optimization by moving ridge functions (OMoRF), for unconstrained and bound-constrained optimization is presented. This algorithm couples trust region methodologies with output-based dimension reduction to accelerate convergence of model-based optimization strategies. The dimension-reducing subspace is updated as the trust region moves through the function domain, allowing OMoRF to be applied to functions with no known global low-dimensional structure. Furthermore, its low computational requirement allows it to make rapid progress when optimizing high-dimensional functions. Its performance is examined on a set of test problems of moderate to high dimension and a high-dimensional design optimization problem. The results show that OMoRF compares favourably with other common derivative-free optimization methods, even for functions in which no underlying global low-dimensional structure is known. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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