A class of derivative-free nonmonotone optimization algorithms employing coordinate rotations and gradient approximations

L. Grippo () and F. Rinaldi ()

Computational Optimization and Applications, 2015, vol. 60, issue 1, 33 pages

Abstract: In this paper we study a class of derivative-free unconstrained minimization algorithms employing nonmonotone inexact linesearch techniques along a set of suitable search directions. In particular, we define globally convergent nonmonotone versions of some well-known derivative-free methods and we propose a new linesearch-based nonmonotone algorithm, where search directions are constructed by combining coordinate rotations with simplex gradients. Through extensive numerical experimentation, we show that the proposed algorithm is highly competitive in comparison with some of the most efficient direct search methods and model based methods on a large set of test problems. Copyright Springer Science+Business Media New York 2015

Keywords: Derivative-free optimization; Nonmonotone linesearch techniques; Coordinate rotation; Rosenbrock method; Hooke–Jeeves method; Simplex gradient (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10589-014-9665-9 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:coopap:v:60:y:2015:i:1:p:1-33

Ordering information: This journal article can be ordered from
http://www.springer.com/math/journal/10589

DOI: 10.1007/s10589-014-9665-9

Access Statistics for this article

Computational Optimization and Applications is currently edited by William W. Hager

More articles in Computational Optimization and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().