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A modified coordinate search method based on axes rotation. (English) Zbl 1453.65132
Roy, Priti Kumar (ed.) et al., Mathematical analysis and applications in modeling. Selected papers presented at the international conference, ICMAAM 2018, Kolkata, India, January 9–12, 2018. Singapore: Springer. Springer Proc. Math. Stat. 302, 499-510 (2020).
Summary: In this paper, a traditional coordinate search method is modified through rotation of axes and an expansion of square-stencil to capture the solution in a better and faster way. The scheme remains derivative free with global convergence property. The iterative process is explained for two-dimensional function in detail, which is followed by its extension to higher dimensions. Numerical illustrations and graphical representations for the sequential progress of the proposed scheme are provided. The comparison with the traditional coordinate search schemes through performance profiles are also provided to coin the advantages of the proposed scheme.
For the entire collection see [Zbl 1446.65004].
65K05 Numerical mathematical programming methods
90C56 Derivative-free methods and methods using generalized derivatives
Full Text: DOI
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