Projected Adaptive Cubic Regularization Algorithm with Derivative-Free Filter Technique for Box Constrained Optimization
An adaptive projected affine scaling algorithm of cubic regularization method using a filter technique for solving box constrained optimization without derivatives is put forward in the passage. The affine scaling interior-point cubic model is based on the quadratic probabilistic interpolation appro...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Wiley
2021-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2021/1496048 |
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| _version_ | 1832550495420416000 |
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| author | Lingyun He Peng Wang Detong Zhu |
| author_facet | Lingyun He Peng Wang Detong Zhu |
| author_sort | Lingyun He |
| collection | DOAJ |
| description | An adaptive projected affine scaling algorithm of cubic regularization method using a filter technique for solving box constrained optimization without derivatives is put forward in the passage. The affine scaling interior-point cubic model is based on the quadratic probabilistic interpolation approach on the objective function. The new iterations are obtained by the solutions of the projected adaptive cubic regularization algorithm with filter technique. We prove the convergence of the proposed algorithm under some assumptions. Finally, experiments results showed that the presented algorithm is effective in detail. |
| format | Article |
| id | doaj-art-7a93f4f648474efcab4c0ae166accbf1 |
| institution | Kabale University |
| issn | 1607-887X |
| language | English |
| publishDate | 2021-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Discrete Dynamics in Nature and Society |
| spelling | doaj-art-7a93f4f648474efcab4c0ae166accbf12025-02-03T06:06:31ZengWileyDiscrete Dynamics in Nature and Society1607-887X2021-01-01202110.1155/2021/1496048Projected Adaptive Cubic Regularization Algorithm with Derivative-Free Filter Technique for Box Constrained OptimizationLingyun He0Peng Wang1Detong Zhu2Mathematics and Science CollegeMathematics and Statistics CollegeMathematics and Science CollegeAn adaptive projected affine scaling algorithm of cubic regularization method using a filter technique for solving box constrained optimization without derivatives is put forward in the passage. The affine scaling interior-point cubic model is based on the quadratic probabilistic interpolation approach on the objective function. The new iterations are obtained by the solutions of the projected adaptive cubic regularization algorithm with filter technique. We prove the convergence of the proposed algorithm under some assumptions. Finally, experiments results showed that the presented algorithm is effective in detail.http://dx.doi.org/10.1155/2021/1496048 |
| spellingShingle | Lingyun He Peng Wang Detong Zhu Projected Adaptive Cubic Regularization Algorithm with Derivative-Free Filter Technique for Box Constrained Optimization Discrete Dynamics in Nature and Society |
| title | Projected Adaptive Cubic Regularization Algorithm with Derivative-Free Filter Technique for Box Constrained Optimization |
| title_full | Projected Adaptive Cubic Regularization Algorithm with Derivative-Free Filter Technique for Box Constrained Optimization |
| title_fullStr | Projected Adaptive Cubic Regularization Algorithm with Derivative-Free Filter Technique for Box Constrained Optimization |
| title_full_unstemmed | Projected Adaptive Cubic Regularization Algorithm with Derivative-Free Filter Technique for Box Constrained Optimization |
| title_short | Projected Adaptive Cubic Regularization Algorithm with Derivative-Free Filter Technique for Box Constrained Optimization |
| title_sort | projected adaptive cubic regularization algorithm with derivative free filter technique for box constrained optimization |
| url | http://dx.doi.org/10.1155/2021/1496048 |
| work_keys_str_mv | AT lingyunhe projectedadaptivecubicregularizationalgorithmwithderivativefreefiltertechniqueforboxconstrainedoptimization AT pengwang projectedadaptivecubicregularizationalgorithmwithderivativefreefiltertechniqueforboxconstrainedoptimization AT detongzhu projectedadaptivecubicregularizationalgorithmwithderivativefreefiltertechniqueforboxconstrainedoptimization |