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...
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| Main Authors: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2014
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| Online Access: | 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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| Institution: | Universitas Gadjah Mada |
| Summary: | 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 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. |
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