A Smooth Method for Solving Non-Smooth Unconstrained Optimization Problems

Authors

  • Fardin Rahmanpour Yazd university
  • Mohammad Mehdi Hosseini Yazd university

DOI:

https://doi.org/10.30495/jme.v10i0.418

Keywords:

Derivative-free, trust-region method, non smooth optimization, unconstrained optimization problems, radial basis functions

Abstract

In this paper, we introduced a modied derivative-freemethod for solving non-smooth unconstrained optimization problems.For this propose a smooth model of the objective function is constructedbased on radial basis functions. The model is minimized over a suit-able trust region. The global convergence properties of the proposedtrust region algorithm are studied. Some multi-modal test functionsare solved to show the performance of the proposal algorithm.

Author Biographies

Fardin Rahmanpour, Yazd university

Department of Mathematics

Mohammad Mehdi Hosseini, Yazd university

Department of Mathematics

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Published

2016-06-16

Issue

Vol. 10

Section

Vol. 10, No. 3, (2016)

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