Application of the Parabola Method in Nonconvex Optimization
We consider the Golden Section and Parabola Methods for solving univariate optimization problems. For multivariate problems, we use these methods as line search procedures in combination with well-known zero-order methods such as the coordinate descent method, the Hooke and Jeeves method, and the Ro...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-03-01
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| Series: | Algorithms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1999-4893/17/3/107 |
| Summary: | We consider the Golden Section and Parabola Methods for solving univariate optimization problems. For multivariate problems, we use these methods as line search procedures in combination with well-known zero-order methods such as the coordinate descent method, the Hooke and Jeeves method, and the Rosenbrock method. A comprehensive numerical comparison of the obtained versions of zero-order methods is given in the present work. The set of test problems includes nonconvex functions with a large number of local and global optimum points. Zero-order methods combined with the Parabola method demonstrate high performance and quite frequently find the global optimum even for large problems (up to 100 variables). |
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| ISSN: | 1999-4893 |