ICCOPT 2013 Talk, Room 1.5, Wednesday, July 31, 16:30-18:00

 Speaker: Francesco Rinaldi, Dipartimento di Matematica, Universitá di Padova, Italy
 Title: A class of derivative-free nonmonotone algorithms for unconstrained nonlinear optimization
 Co-authors: Luigi Grippo

 Abstract:
Scientific Program

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 algorithm combining coordinate rotations with approximate 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.


 Talk in: Organized Session Wed.C.15 Derivative free methods for nonsmooth and noisy problems
 Cluster: Derivative-free and simulation-based optimization


 Go to: Wed.C
 Go to: unframed Scientific Program

 Go to: ICCOPT 2013 Main Webpage