Derivative Free Multilevel Optimization

Derivative Free Multilevel Optimization

B. Karasözen

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Abstract

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.

 

Keywords

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