%0 Journal Article %T An Algorithm for the Derivative-Free Unconstrained Optimization Based on a Moving Random Cone Data Set %A Mariam Almahdi Mohammed Mu¡¯lla %J Open Access Library Journal %V 6 %N 9 %P 1-11 %@ 2333-9721 %D 2019 %I Open Access Library %R 10.4236/oalib.1105652 %X
In this paper, we suggest and analyze some new derivative free iterative methods for solving nonlinear equation using a trust-region method. We also, give several examples to illustrate the efficiency of these methods. Comparison with other similar method is also given. This tech-nique can be used to suggest a wide class of new iterative methods for solving optimization problem. For, solving linearly unconstrained optimi-zation problems without derivatives, a derivative-free Funnel method for unconstrained non-linear optimization is proposed. The study presents new interpolation-based techniques. The main work of this paper depends on some matrix computation techniques. A linear system is solved to obtain the required quadratic model at each iteration. Interpolation points are based on polynomial which is then minimized in a trust-region.
%K Optimization Problem %K Convergence %K Trust-Region Methods %K Model-Based Optimization %K Derivative-Free Optimization %K Interpolation Examples %U http://www.oalib.com/paper/5415043