Adaptive approximation models in optimization

DOI10.1007/BF02367751MaRDI QIDQ1905200zbMATH OpenOpenAlexFDO

Authors A. N. Voronin

Publication date 28 October 1996

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02367751

zbMATH Keywords

adaptive approximationextremum pointsiterative refinementoptimizationvector objective functions

Mathematics Subject Classification ID

Existence theories for free problems in one independent variable (49J05) Existence theories for problems in abstract spaces (49J27) Adaptive control/observation systems (93C40)

Review text

In the paper a method for optimization of functions of several variables that substantially reduces the number of objective function evaluations compared with traditional methods is introduced. The method is based on the property of iterative refinement of approximation models of the optimized function in the approximation domains that contract to the extremum point. The proposed method does not require subjective specification of the starting point, steplength, or the parameters of the search procedure. The method is designed for efficient optimization of unimodal functions of several (in the practice not more than 10-15) variables and can be applied to find the global extremum of polymodal functions and also for optimization of scalarized forms of various vector objective functions.

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Cites work

• Global optimization using interval analysis - the multi-dimensional case
• scientific article; zbMATH DE number 4091337 (Why is no real title available?)
• scientific article; zbMATH DE number 56465 (Why is no real title available?)
• Paths, Trees, and Flowers

Cited in

(19)

• Multidimensional approximation for modeling and optimization problems
• Internal modelling of objective functions for global optimization
• Further results on implicit models with application to LQ adaptive optimization
• Adaptive optimization and \(D\)-optimum experimental design.
• Model-based algorithm configuration with adaptive capping and prior distributions
• Data approximation using Lotka-Volterra models and a software minimization function
• Synergetic methods of data complexation
• Synergetic methods of data merging in mathematical statistics
• A method of multicriteria evaluation and optimization of hierarchical systems
• A novel multi-objective optimization method based on an approximation model management technique
• Finite element approximation of complex functions for spatial optimization and search
• An Adaptive System for Global Optimization
• scientific article; zbMATH DE number 176324 (Why is no real title available?)
• The Multi‐Point Approximation Method in a Parallel Computing Environment
• Vector Assessment of Problematic Situations
• First-Order Approximation and Model Management in Optimization
• Adaptive Approximation of Nonlinear Operators
• Adaptive Interpolation Strategies in Derivative-Free Optimization: a case study
• Adaptive System Optimization Using Random Directions Stochastic Approximation

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