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Description
Title: | Algorithms for Derivative-Free Optimization |
Author(s): | Rios, Luis Miguel |
Doctoral Committee Chair(s): | Nikolaos Sahinidis |
Department / Program: | Industrial Engineering |
Discipline: | Industrial Engineering |
Degree Granting Institution: | University of Illinois at Urbana-Champaign |
Degree: | Ph.D. |
Genre: | Dissertation |
Subject(s): | Operations Research |
Abstract: | In this thesis, we begin by presenting a comprehensive list of available methods and software and performing an extensive computational study that compares the solvers over a publicly available problem set. Then, we develop Model and Search (M&S), a new local search algorithm for derivative-free optimization. M&S performs a local search from a given point. The search is guided by identifying descent directions from a quadratic model fitted around the best known point, while using information from other evaluated points. We prove that M&S enjoys global convergence to a stationary point. We also propose a new global search algorithm for derivative-free optimization problems, in particular the Branch and Model (B&M) algorithm that is based on modeling the function of interest around each evaluated point by using information from other nearby evaluated points. Algorithm B&M is shown to perform a dense search and thus converge to a global minimum. While oriented towards a global search, B&M relies on the M&S algorithm for occasional local searches. Finally, we present an application of derivative-free solvers, including B&M, to the protein-ligand docking problem. Results show that B&M delivers satisfactory ligand conformations, even outperforming the state-of-the-art protein docking software AutoDock. |
Issue Date: | 2009 |
Type: | Text |
Language: | English |
Description: | 120 p. Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2009. |
URI: | http://hdl.handle.net/2142/87095 |
Other Identifier(s): | (MiAaPQ)AAI3363076 |
Date Available in IDEALS: | 2015-09-28 |
Date Deposited: | 2009 |
This item appears in the following Collection(s)
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Dissertations and Theses - Industrial and Enterprise Systems Engineering
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Graduate Dissertations and Theses at Illinois
Graduate Theses and Dissertations at Illinois