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arXiv · 2004.09058

Neural-trust-region algorithm for unconstrained optimization (Part 1)

Mostafa Rezapour·Thomas Asaki
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Abstract

In this paper (part 1), we describe a derivative-free trust-region method for solving unconstrained optimization problems. We will discuss a method when we relax the model order assumption and use artificial neural network techniques to build a computationally relatively inexpensive model. We directly find an estimate of the objective function minimizer without explicitly constructing a model function. Therefore, we need to have the neural-network model derivatives, which can be obtained simply through a back-propagation process.

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Mostafa Rezapour, Thomas Asaki. 2020-04-20. Neural-trust-region algorithm for unconstrained optimization (Part 1). https://arxiv.org/abs/2004.09058

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