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Minimization algorithms based on supervisor and searcher cooperation
Liu, W; Dai, YH
2001-11-01
发表期刊JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN0022-3239
卷号111期号:2页码:359-379
摘要In 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.
关键词robust algorithms noisy optimization gradient algorithms stochastic approximations
语种英语
WOS研究方向Operations Research & Management Science ; Mathematics
WOS类目Operations Research & Management Science ; Mathematics, Applied
WOS记录号WOS:000172241900007
出版者KLUWER ACADEMIC/PLENUM PUBL
引用统计
文献类型期刊论文
条目标识符http://ir.amss.ac.cn/handle/2S8OKBNM/16729
专题中国科学院数学与系统科学研究院
通讯作者Liu, W
作者单位1.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
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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.
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