Active-set strategy in Powell's method for optimization without derivatives
- Autores
- Arouxet, Maria Belen; Echebest, Nélida Ester; Pilotta, Elvio Angel
- Año de publicación
- 2011
- Idioma
- inglés
- Tipo de recurso
- artículo
- Estado
- versión publicada
- Descripción
- In this article we present an algorithm for solving bound constrained optimization problems without derivatives based on Powell´s method [38] for derivative-free optimization. First we consider the unconstrained optimization problem. At each iteration a quadratic interpolation model of the objective function is constructed around the current iterate and this model is minimized to obtain a new trial point. The whole process is embedded within a trust-region framework. Our algorithm uses infinity norm instead of the Euclidean norm and we solve a box constrained quadratic subproblem using an active-set strategy to explore faces of the box. Therefore, a bound constrained optimization algorithm is easily extended. We compare our implementation with NEWUOA and BOBYQA, Powell´s algorithms for unconstrained and bound constrained derivative free optimization respectively. Numerical experiments show that, in general, our algorithm require less functional evaluations than Powell´s algorithms.
Fil: Arouxet, Maria Belen. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Fil: Echebest, Nélida Ester. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; Argentina
Fil: Pilotta, Elvio Angel. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba. Centro de Investigación y Estudios de Matemática. Universidad Nacional de Córdoba. Centro de Investigación y Estudios de Matemática; Argentina. Universidad Nacional de Córdoba; Argentina - Materia
-
derivative-free optimization
active-set method
spectral gradient method
polinomial interpolation - Nivel de accesibilidad
- acceso abierto
- Condiciones de uso
- https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
- Repositorio
- Institución
- Consejo Nacional de Investigaciones Científicas y Técnicas
- OAI Identificador
- oai:ri.conicet.gov.ar:11336/193948
Ver los metadatos del registro completo
id |
CONICETDig_a9f471d114b6524cf0a6e2bd7f4e8e95 |
---|---|
oai_identifier_str |
oai:ri.conicet.gov.ar:11336/193948 |
network_acronym_str |
CONICETDig |
repository_id_str |
3498 |
network_name_str |
CONICET Digital (CONICET) |
spelling |
Active-set strategy in Powell's method for optimization without derivativesArouxet, Maria BelenEchebest, Nélida EsterPilotta, Elvio Angelderivative-free optimizationactive-set methodspectral gradient methodpolinomial interpolationhttps://purl.org/becyt/ford/1.1https://purl.org/becyt/ford/1In this article we present an algorithm for solving bound constrained optimization problems without derivatives based on Powell´s method [38] for derivative-free optimization. First we consider the unconstrained optimization problem. At each iteration a quadratic interpolation model of the objective function is constructed around the current iterate and this model is minimized to obtain a new trial point. The whole process is embedded within a trust-region framework. Our algorithm uses infinity norm instead of the Euclidean norm and we solve a box constrained quadratic subproblem using an active-set strategy to explore faces of the box. Therefore, a bound constrained optimization algorithm is easily extended. We compare our implementation with NEWUOA and BOBYQA, Powell´s algorithms for unconstrained and bound constrained derivative free optimization respectively. Numerical experiments show that, in general, our algorithm require less functional evaluations than Powell´s algorithms.Fil: Arouxet, Maria Belen. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Echebest, Nélida Ester. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; ArgentinaFil: Pilotta, Elvio Angel. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba. Centro de Investigación y Estudios de Matemática. Universidad Nacional de Córdoba. Centro de Investigación y Estudios de Matemática; Argentina. Universidad Nacional de Córdoba; ArgentinaSociedade Brasileira de Matemática Aplicada e Computacional2011-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/193948Arouxet, Maria Belen; Echebest, Nélida Ester; Pilotta, Elvio Angel; Active-set strategy in Powell's method for optimization without derivatives; Sociedade Brasileira de Matemática Aplicada e Computacional; Computational And Applied Mathematics; 30; 1; 1-2011; 171-1960101-8205CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/https://www.scielo.br/j/cam/a/GwBm3thcKBWgzMM3TRg968b/?lang=eninfo:eu-repo/semantics/altIdentifier/doi/10.1590/S1807-03022011000100009info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-29T09:34:42Zoai:ri.conicet.gov.ar:11336/193948instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-09-29 09:34:42.873CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse |
dc.title.none.fl_str_mv |
Active-set strategy in Powell's method for optimization without derivatives |
title |
Active-set strategy in Powell's method for optimization without derivatives |
spellingShingle |
Active-set strategy in Powell's method for optimization without derivatives Arouxet, Maria Belen derivative-free optimization active-set method spectral gradient method polinomial interpolation |
title_short |
Active-set strategy in Powell's method for optimization without derivatives |
title_full |
Active-set strategy in Powell's method for optimization without derivatives |
title_fullStr |
Active-set strategy in Powell's method for optimization without derivatives |
title_full_unstemmed |
Active-set strategy in Powell's method for optimization without derivatives |
title_sort |
Active-set strategy in Powell's method for optimization without derivatives |
dc.creator.none.fl_str_mv |
Arouxet, Maria Belen Echebest, Nélida Ester Pilotta, Elvio Angel |
author |
Arouxet, Maria Belen |
author_facet |
Arouxet, Maria Belen Echebest, Nélida Ester Pilotta, Elvio Angel |
author_role |
author |
author2 |
Echebest, Nélida Ester Pilotta, Elvio Angel |
author2_role |
author author |
dc.subject.none.fl_str_mv |
derivative-free optimization active-set method spectral gradient method polinomial interpolation |
topic |
derivative-free optimization active-set method spectral gradient method polinomial interpolation |
purl_subject.fl_str_mv |
https://purl.org/becyt/ford/1.1 https://purl.org/becyt/ford/1 |
dc.description.none.fl_txt_mv |
In this article we present an algorithm for solving bound constrained optimization problems without derivatives based on Powell´s method [38] for derivative-free optimization. First we consider the unconstrained optimization problem. At each iteration a quadratic interpolation model of the objective function is constructed around the current iterate and this model is minimized to obtain a new trial point. The whole process is embedded within a trust-region framework. Our algorithm uses infinity norm instead of the Euclidean norm and we solve a box constrained quadratic subproblem using an active-set strategy to explore faces of the box. Therefore, a bound constrained optimization algorithm is easily extended. We compare our implementation with NEWUOA and BOBYQA, Powell´s algorithms for unconstrained and bound constrained derivative free optimization respectively. Numerical experiments show that, in general, our algorithm require less functional evaluations than Powell´s algorithms. Fil: Arouxet, Maria Belen. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina Fil: Echebest, Nélida Ester. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; Argentina Fil: Pilotta, Elvio Angel. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba. Centro de Investigación y Estudios de Matemática. Universidad Nacional de Córdoba. Centro de Investigación y Estudios de Matemática; Argentina. Universidad Nacional de Córdoba; Argentina |
description |
In this article we present an algorithm for solving bound constrained optimization problems without derivatives based on Powell´s method [38] for derivative-free optimization. First we consider the unconstrained optimization problem. At each iteration a quadratic interpolation model of the objective function is constructed around the current iterate and this model is minimized to obtain a new trial point. The whole process is embedded within a trust-region framework. Our algorithm uses infinity norm instead of the Euclidean norm and we solve a box constrained quadratic subproblem using an active-set strategy to explore faces of the box. Therefore, a bound constrained optimization algorithm is easily extended. We compare our implementation with NEWUOA and BOBYQA, Powell´s algorithms for unconstrained and bound constrained derivative free optimization respectively. Numerical experiments show that, in general, our algorithm require less functional evaluations than Powell´s algorithms. |
publishDate |
2011 |
dc.date.none.fl_str_mv |
2011-01 |
dc.type.none.fl_str_mv |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion http://purl.org/coar/resource_type/c_6501 info:ar-repo/semantics/articulo |
format |
article |
status_str |
publishedVersion |
dc.identifier.none.fl_str_mv |
http://hdl.handle.net/11336/193948 Arouxet, Maria Belen; Echebest, Nélida Ester; Pilotta, Elvio Angel; Active-set strategy in Powell's method for optimization without derivatives; Sociedade Brasileira de Matemática Aplicada e Computacional; Computational And Applied Mathematics; 30; 1; 1-2011; 171-196 0101-8205 CONICET Digital CONICET |
url |
http://hdl.handle.net/11336/193948 |
identifier_str_mv |
Arouxet, Maria Belen; Echebest, Nélida Ester; Pilotta, Elvio Angel; Active-set strategy in Powell's method for optimization without derivatives; Sociedade Brasileira de Matemática Aplicada e Computacional; Computational And Applied Mathematics; 30; 1; 1-2011; 171-196 0101-8205 CONICET Digital CONICET |
dc.language.none.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
info:eu-repo/semantics/altIdentifier/url/https://www.scielo.br/j/cam/a/GwBm3thcKBWgzMM3TRg968b/?lang=en info:eu-repo/semantics/altIdentifier/doi/10.1590/S1807-03022011000100009 |
dc.rights.none.fl_str_mv |
info:eu-repo/semantics/openAccess https://creativecommons.org/licenses/by-nc-sa/2.5/ar/ |
eu_rights_str_mv |
openAccess |
rights_invalid_str_mv |
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/ |
dc.format.none.fl_str_mv |
application/pdf application/pdf |
dc.publisher.none.fl_str_mv |
Sociedade Brasileira de Matemática Aplicada e Computacional |
publisher.none.fl_str_mv |
Sociedade Brasileira de Matemática Aplicada e Computacional |
dc.source.none.fl_str_mv |
reponame:CONICET Digital (CONICET) instname:Consejo Nacional de Investigaciones Científicas y Técnicas |
reponame_str |
CONICET Digital (CONICET) |
collection |
CONICET Digital (CONICET) |
instname_str |
Consejo Nacional de Investigaciones Científicas y Técnicas |
repository.name.fl_str_mv |
CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas |
repository.mail.fl_str_mv |
dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar |
_version_ |
1844613075982876672 |
score |
13.070432 |