Faculty of Mechanical Engineering

Permanent URI for this communityhttps://repository.ukim.mk/handle/20.500.12188/13

Browse

Settings

Language: search.filters.language.EnglishSubject: search.filters.subject.Line search method

Search Results

Now showing 1 - 2 of 2
  • Loading...
    Thumbnail Image
    Some of the metrics are blocked by your 
    consent settings
    Item type:Publication,
    A Line Search Method with Memory for Unconstrained Optimization of Noisy Functions
    (Union of Mathematicians of Macedonia, 2015)
    Natasa Krejic
    ;
    Zorana Luzanin
    ;
    Nikolovski, Filip
    ;
    We propose a new line search method for unconstrained optimization of noisy functions. The nonmonotone line search rule is based on Ulbrich’s nonmonotone component [SIAM J. on Optimiz., 11 (4) (2001), 889–917]. The method uses only nosy functional values. Convergence under standard assumptions is established. Computational results show a good performance of the method compared with the monotone one.
  • Loading...
    Thumbnail Image
    Some of the metrics are blocked by your 
    consent settings
    Item type:Publication,
    A nonmonotone line search method for noisy minimization
    (Springer Science and Business Media LLC, 2015-01-24)
    Krejić, Nataša
    ;
    Lužanin, Zorana
    ;
    Nikolovski, Filip
    ;
    A nonmonotone line search method for optimization in noisy environment is proposed. The method is defined for arbitrary search directions and uses only the noisy function values. Convergence of the proposed method is established under a set of standard assumptions. The computational issues are considered and the presented numerical results affirm that nonmonotone strategies are worth considering. Four different line search rules with three different directions are compared numerically. The influence of nonmonotonicity is discussed.