Dergiler / TWMS (Turkic World Mathematical Society) Journal of Applied and Engineering Mathematics / 2015 / Cilt: 5 - Sayı: 1

DERIVATIVE FREE MULTILEVEL OPTIMIZATION

B KARASÖZEN

Sayfa
46–60
DOI
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Abstract

Optimization problems with different levels arise by discretization of ordinary and partial differential equations. We present a trust-region based derivative-free multilevel optimization algorithm. The performance of the algorithm is shown on a shape optimization problem and global convergence to the first order critical point is proved. Keywords: Derivative-free optimization; multilevel optimization; shape optimization; trust-region methods