Derivative Free Methods of Optimization: Trust Region Method and Direct Search Method

Dey, Chinmoy (2015) Derivative Free Methods of Optimization: Trust Region Method and Direct Search Method. MSc thesis.

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Abstract

In this report, I applied non derivative methods as optimization techniques to find out the maximum or minimum value for different kinds of functions through computational methods. In the process, I have analyzed functions that are not differentiable or have high complexity with optimization output and tested the effectiveness of the methods during such cases. Also, I have analyzed the computational advantages of these methods over prevailing methods of optimization and its extent

Item Type:Thesis ( MSc)
Uncontrolled Keywords:Trust region, Direct search, Iteration, Complexity, Optimisation, Derivative free
Subjects:Mathematics and Statistics > Applied Mathematics
Divisions: Sciences > Department of Mathematics
ID Code:7460
Deposited By:Mr. Sanat Kumar Behera
Deposited On:13 May 2016 11:22
Last Modified:13 May 2016 11:22
Supervisor(s):Choudhuri, D

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