Constrained, non-linear, derivative-free parallel optimization of continuous, high computing load, noisy objective functions.
The main result is a new original algorithm: CONDOR ("COnstrained, Non-linear, Direct, parallel Optimization using trust Region method for high-computing load, noisy functions"). The aim of this algorithm is to find the minimum x* of an objective function F(x) (x is a vector whose dimensio...
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Format: | Others |
Language: | en |
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Universite Libre de Bruxelles
2004
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Online Access: | http://theses.ulb.ac.be/ETD-db/collection/available/ULBetd-04142004-190105/ |