An Algorithm for the Derivative-Free Unconstrained Optimization Based on a Moving Random Cone Data Set

Mariam Almadi Mohammed Mu'lla
2019 OALib  
In this paper, we suggest and analyze some new derivative free iterative methods for solving nonlinear equation We also, give several examples to illustrate the efficiency of these methods. Comparison with other similar method is also given. This technique can be used to suggest a wide class of new iterative methods for solving optimization problem. For, solving linearly unconstrained optimization problems without derivatives, a derivative-free Funnel method for unconstrained non-linear
more » ... non-linear optimization is proposed. The study presents new interpolation-based techniques. The main work of this paper depends on some matrix computation techniques. A linear system is solved to obtain the required quadratic model at each iteration. Interpolation points are based on polynomial which is then minimized in a trust-region.
doi:10.4236/oalib.1105652 fatcat:fei54hhh3vdx7dnllvpqnzj2we