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Scholars Journal of Engineering and Technology | Volume-2 | Issue-04
An Efficient Modified Derivative-Free Method on Bound Constrained Optimization
Xiaoli Zhang, Qinghua Zhou
Published: April 30, 2014 |
86
78
DOI: 10.36347/sjet
Pages: 591-596
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Abstract
This paper introduces an efficient modified derivative-free method for bound constrained optimization
problems. It is based on the coordinate search method. During the running of the algorithm, it incorporates the
progressive obtained local information into the current iteration. Actually, after we find two different suitable descent
directions, we introduce the composite expansion step. By doing these, a new point is produced through some kind of
line search techniques. Then we test the efficiency of our new method on the benchmarking. The computational results
shows the efficiency of the modified algorithm.