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A Modified Coordinate Search Method Based on Axes Rotation

  • Suvra Kanti ChakrabortyEmail author
  • Geetanjali Panda
Conference paper
  • 39 Downloads
Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 302)

Abstract

In this paper, a traditional coordinate search method is modified through rotation of axes and an expansion of square-stencil to capture the solution in a better and faster way. The scheme remains derivative free with global convergence property. The iterative process is explained for two-dimensional function in detail, which is followed by its extension to higher dimensions. Numerical illustrations and graphical representations for the sequential progress of the proposed scheme are provided. The comparison with the traditional coordinate search schemes through performance profiles are also provided to coin the advantages of the proposed scheme.

Keywords

Derivative free optimization Coordinate search Forward-track line search Stencil expansion 

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Copyright information

© Springer Nature Singapore Pte Ltd. 2020

Authors and Affiliations

  1. 1.Department of MathematicsIndian Institute of TechnologyKharagpurIndia

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