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Research and Development of Hybrid Black-box Optimization Methods

Student: Andrei Kulpin

Supervisor: Mikhail Posypkin

Faculty: HSE Tikhonov Moscow Institute of Electronics and Mathematics (MIEM HSE)

Educational Programme: Control Systems and Data Processing in Engineering (Master)

Final Grade: 9

Year of Graduation: 2019

The work is dedicated to local optimization problem in case of “Black box” functions. Some multidimensional derivative-free minimization methods like Rosenbrock method and model based method are considered. A programming implementation of model based method takes place along with an approach to construct a hybrid algorithm on the basis of the quadratic and Rosenbrock methods. Based on a wide range of benchmark functions the paper covers comparison of the methods.

Full text (added May 24, 2019)

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