A Smooth Method for Solving Non-Smooth Unconstrained Optimization Problems

Fardin Rahmanpour, Mohammad Mehdi Hosseini

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.

Keywords


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

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