Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Convergence of Hybrid Space Mapping Algorithms
Abstract The space mapping technique is intended for optimization of engineering models which involve very expensive function evaluations. It may be considered a preprocessing method which often provides a very efficient initial phase of an optimization procedure. However, the ultimate rate of convergence may be poor, or the method may even fail to converge to a stationary point. We consider a convex combination of the space mapping technique with a classical optimization technique. The function to be optimized has the form H ○ f where H : R m → R is convex and f : R n → R m is smooth. Experience indicates that the combined method maintains the initial efficiency of the space mapping technique. We prove that the global convergence property of the classical technique is also maintained: The combined method provides convergence to the set of stationary points of H ○ f.
Convergence of Hybrid Space Mapping Algorithms
Abstract The space mapping technique is intended for optimization of engineering models which involve very expensive function evaluations. It may be considered a preprocessing method which often provides a very efficient initial phase of an optimization procedure. However, the ultimate rate of convergence may be poor, or the method may even fail to converge to a stationary point. We consider a convex combination of the space mapping technique with a classical optimization technique. The function to be optimized has the form H ○ f where H : R m → R is convex and f : R n → R m is smooth. Experience indicates that the combined method maintains the initial efficiency of the space mapping technique. We prove that the global convergence property of the classical technique is also maintained: The combined method provides convergence to the set of stationary points of H ○ f.
Convergence of Hybrid Space Mapping Algorithms
Madsen, Kaj (Autor:in) / Søndergaard, Jacob (Autor:in)
Optimization and Engineering ; 5 ; 145-156
01.06.2004
12 pages
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
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