Derivative Free Multilevel Optimization

Derivative Free Multilevel Optimization

B. Karasözen



Optimization problems with different levels arise by discretization of ordi¬nary and partial differential equations. We present a trust-region based derivative-free multilevel optimization algorithm. The performance of the algorithm is shown on a shape optimization problem and global convergence to the first order critical point is proved.



Derivative-free optimization; multilevel optimization; shape optimization; trust-region methods.