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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Bibliographic Details
Main Author: Vanden Berghen, Frank
Other Authors: Bersini, Hugues
Format: Doctoral Thesis
Language:fr
Published: Universite Libre de Bruxelles 2004
Subjects:
Online Access:http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/211177