Improving direct search algorithms by multilevel optimization techniques

DOI10.1080/10556788.2015.1014555MaRDI QIDQ3458830zbMATH OpenOpenAlexFDO

Authors Emanuele Frandi, Alessandra Papini

Publication date 28 December 2015

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2015.1014555

zbMATH Keywords

coordinate searchderivative-free optimizationdirect search methodsmultigrid methodsmultileveloptimization

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

• A multigrid approach to discretized optimization problems
• A multilevel algorithm for simultaneously denoising and deblurring images
• An Optimization‐Based Multilevel Algorithm for Total Variation Image Denoising
• Coordinate search algorithms in multilevel optimization
• Exploiting problem structure in pattern search methods for unconstrained optimization
• Introduction to Derivative-Free Optimization
• Nonmonotone derivative-free methods for nonlinear equations
• Numerical experience with a recursive trust-region method for multilevel nonlinear bound-constrained optimization
• On the Convergence of Pattern Search Algorithms
• Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
• Using inexact gradients in a multilevel optimization algorithm
• Worst case complexity of direct search

Cited in

(6)

• Finding local optima of high-dimensional functions using direct search methods
• A first-order multigrid method for bound-constrained convex optimization
• Coordinate search algorithms in multilevel optimization
• A multi-layer line search method to improve the initialization of optimization algorithms
• scientific article; zbMATH DE number 1552227 (Why is no real title available?)
• Optimization of stochastic blackboxes with adaptive precision

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