Minimization Algorithms Based On Supervisor and Searcher Co-operation

Liu, Steve Wenbin and Dai, Y.H. (2001) Minimization Algorithms Based On Supervisor and Searcher Co-operation. Journal of Optimization Theory and Applications, 111 (2). pp. 359-379. ISSN 0022-3239. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

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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.

Item Type: Article
Subjects: H Social Sciences > HA Statistics > HA33 Management Science
Divisions: Faculties > Social Sciences > Kent Business School
Depositing User: Steve Wenbin Liu
Date Deposited: 03 Sep 2008 13:45
Last Modified: 23 Jun 2014 11:05
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