Derivative free multilevel optimization

Optimization problems with different levels arise by discretization of ordinary and partial differential equations. We present a trust-region based derivative-free multilevel optimization algorithm. The performance of the algorithm is shown on a shape optimization problem and global convergence to t...

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Bibliographic Details
Published inTWMS journal of applied and engineering mathematics Vol. 5; no. 1; pp. 46 - 60
Main Author Karasozen, B
Format Journal Article
LanguageEnglish
Published Istanbul Turkic World Mathematical Society 01.01.2015
Elman Hasanoglu
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ISSN2146-1147
2146-1147

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Summary:Optimization problems with different levels arise by discretization of ordinary and partial differential equations. We present a trust-region based derivative-free multilevel optimization algorithm. The performance of the algorithm is shown on a shape optimization problem and global convergence to the first order critical point is proved. Keywords: Derivative-free optimization; multilevel optimization; shape optimization; trust-region methods. AMS Subject Classification: 90C30, 65K05, 90C26, 90C06, 90C56 ; 65D05.
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ISSN:2146-1147
2146-1147