CSpace
Minimization algorithms based on supervisor and searcher cooperation
Liu, W; Dai, YH
2001-11-01
Source PublicationJOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN0022-3239
Volume111Issue:2Pages:359-379
AbstractIn the present work, we explore a general framework for the design of new minimization algorithms with desirable characteristics, namely, supervisor-searcher cooperation. We propose a class of algorithms within this framework and examine a gradient algorithm in the class. Global convergence is established for the deterministic case in the absence of noise and the convergence rate is studied. Both theoretical analysis and numerical tests show that-the algorithm is efficient for the deterministic case. Furthermore, the fact that there is no line search procedure incorporated in the algorithm seems to strengthen its robustness so that it tackles effectively test problems with stronger stochastic noises. The numerical results for both deterministic and stochastic test problems illustrate the appealing attributes of the algorithm.
Keywordrobust algorithms noisy optimization gradient algorithms stochastic approximations
Language英语
WOS Research AreaOperations Research & Management Science ; Mathematics
WOS SubjectOperations Research & Management Science ; Mathematics, Applied
WOS IDWOS:000172241900007
PublisherKLUWER ACADEMIC/PLENUM PUBL
Citation statistics
Cited Times:21[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/16729
Collection中国科学院数学与系统科学研究院
Affiliation1.Univ Kent, Canterbury Business Sch, Canterbury, Kent, England
2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing, Peoples R China
Recommended Citation
GB/T 7714
Liu, W,Dai, YH. Minimization algorithms based on supervisor and searcher cooperation[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,2001,111(2):359-379.
APA Liu, W,&Dai, YH.(2001).Minimization algorithms based on supervisor and searcher cooperation.JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,111(2),359-379.
MLA Liu, W,et al."Minimization algorithms based on supervisor and searcher cooperation".JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 111.2(2001):359-379.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Liu, W]'s Articles
[Dai, YH]'s Articles
Baidu academic
Similar articles in Baidu academic
[Liu, W]'s Articles
[Dai, YH]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Liu, W]'s Articles
[Dai, YH]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.