Derivative Free Multilevel Optimization

Year 2015, Volume: 5 Issue: 1, 46 - 60, 01.06.2015

B. Karasözen

Abstract

Optimization problems with different levels arise by discretization of ordinary and partial differential equations. We present a trust-region based derivative-freemultilevel optimization algorithm. The performance of the algorithm is shown on a shapeoptimization problem and global convergence to the Şrst order critical point is proved

Keywords

Derivative-free optimization, multilevel optimization, shape optimization, trust-region methods

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