Application of the Parabola Method in Nonconvex Optimization

Autor:	Anton Kolosnitsyn, Oleg Khamisov, Eugene Semenkin, Vladimir Nelyub
Jazyk:	angličtina
Rok vydání:	2024
Předmět:	zero-order methods parabola method global optimization Industrial engineering. Management engineering T55.4-60.8 Electronic computers. Computer science QA75.5-76.95
Zdroj:	Algorithms, Vol 17, Iss 3, p 107 (2024)
Druh dokumentu:	article
ISSN:	1999-4893
DOI:	10.3390/a17030107
Popis:	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 comprehensive 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).
Databáze:	Directory of Open Access Journals
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