OPTIMISASI DENGAN METODE PENCARIAN LANGSUNG BERARAH

Optimization is not only used on differentiable functions. In some conditions, optimization must be used on non differentiable functions, although they don�t have derivative information that is needed for optimality condition of the function. Because of that, we need some derivative-free method fo...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: , KIRTYANA NINDITA, , Dr. Salmah, M.Si.
التنسيق: Theses and Dissertations NonPeerReviewed
منشور في: [Yogyakarta] : Universitas Gadjah Mada 2014
الموضوعات:
ETD
الوصول للمادة أونلاين:https://repository.ugm.ac.id/130133/
http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=70548
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الوصف
الملخص:Optimization is not only used on differentiable functions. In some conditions, optimization must be used on non differentiable functions, although they donâ��t have derivative information that is needed for optimality condition of the function. Because of that, we need some derivative-free method for optimization. Directional direct-search method is one of derivative-free optimization that is easy enough to understand. This method is done by trying to evaluate the objective function at finite number of points in each iteration by using positive basis as a set of directions. In this final project, we discuss about directional direct-search method, especially the global convergence of this method. At first, we discuss about global convergence for continuously differentiable function with infinite and finite positive bases. Then we continue to discuss about global convergence that is not guaranteed for non differentiable function. Next, we discuss about directional direct-search method equipped by simple decrease condition and sequence of iterates that forms integer lattices. In the last section we discuss about directional direct-search method equipped by sufficient decrease condition.