THE LOCALIZATION METHOD OF EXTREMUM POINT FOR UNIMODAL FUNCTION
DOI | https://doi.org/10.15407/pmach2016.01.044 |
Journal | Journal of Mechanical Engineering – Problemy Mashynobuduvannia |
Publisher | A. Podgorny Institute for Mechanical Engineering Problems National Academy of Science of Ukraine |
ISSN | 0131-2928 (Print), 2411-0779 (Online) |
Issue | Vol. 19, no. 1, 2016 (March) |
Pages | 44-53 |
Cited by | J. of Mech. Eng., 2016, vol. 19, no. 1, pp. 44-53 |
Authors
G. A. Sheludko, A. Podgorny Institute of Mechanical Engineering Problems of NASU (2/10, Pozharsky St., Kharkiv, 61046, Ukraine)
S. V. Ugrimov, A. Podgorny Institute of Mechanical Engineering Problems of NASU (2/10, Pozharsky St., Kharkiv, 61046, Ukraine), e-mail: sugrimov@ipmach.kharkov.ua, ORCID: 0000-0002-0846-4067
Abstract
Three-point methods of searching for the extremum of a piecewise non-smooth function are considered. Special attention is paid to the application of methods for solving problems with poor conditioning, which is caused by the divergence of the function being minimized. Owing to the combination of linear Regula falsi methods and secants, it has become possible to significantly increase the effectiveness of the search tool. The test examples demonstrate the effect of the proposed approach.
Keywords: extremum, unimodal function, one-dimensional search, piecewise linear approximation, weighted average operations, characteristic numbers, efficiency index
References
- Vasil’ev, F. P. (1980). Chislennyie metodyi resheniya ekstremalnyih zadach [Numerical methods for solving extreme problems]. Moscow: Nauka, 520 p.
- Aoki, M. (1977). Vvedenie v metodyi optimizatsii [Introduction To Optimization Techniques]. Moscow: Nauka, 344 p.
- Shor, N. Z. (1979). Metody minimizatsii nedifferentsiruemyih funktsiy i ih prilozheniya [Methods of minimizing non-differentiable functions and their applications]. Kyiv: Naukova dumka, 200 p.
- Yasmin, N. (2012). Some derivative free iterative methods for solving non-linear equations. Academic Research Intern., vol. 2, no. 1, pp. 75–82.
- Soleymani, F. (2002). New derivative-free quasi-secant algorithm for solving non-linear equations. World Academy Sciences, and Technology, vol. 31, pp. 719–721.
- Vorontsova, Ye. A. (2012). Byistroshodyaschiysya algoritm lineynogo poiska v nedifferentsiruemoy optimizatsii [Fast convergent algorithm for linear search in the non-differentiable optimization]. Modelirovanie system, no. 2 (32), pp. 39–48.
- Traub, J. F. (1985). Iteratsionnyie metodyi resheniya uravneniy [Iterative methods for the solution of equations]. Moscow: Mir. 264 p.
- Ganshin, G. S. (1973). K teorii iteratsionnyih protsessov [On the theory of iterative processes]. Vyichisl. i prikl. Matematika, no. 19, pp. 143–147.
- Meleshko, V. (1973). Gradientnyie metodyi optimizatsii s pamyatyu [Gradient optimization methods with memory]. Izv. AN SSSR. Tehn. Kibernetika, vol. 1, no. 1, pp. 38–51.
- Ostrovskiy, A. M. (1963). Reshenie uravneniy i sistem uravneniy [Solution of equations and systems of equations]. Moscow: Izd-vo inostr. lit. – 219 p.
- Box, M. J., Davies, D., & Swann, W. H. (1969). Non-linear optimization techniques. Edinburgh: Oliver&Boyd, 60 p.
- Powell, M. J. D. (1958). An iterative method for finding stationary values of a function of several variables. Comp. J., vol. 5, no 2, pp. 147–151. https://doi.org/10.1093/comjnl/5.2.147
- Melent’ev, P. V. (1937). Neskolko novyih metodov i priemov priblizhennyih vyichisleniy [Several new methods and techniques of approximate calculations]. Leningrad, Moscow: Gl. red. tehn. teoret. lit., 148 p.
- Chen, J. & Li, W. (2006). An exponential regula falsi method for solving nonlinear equations. Numerical Algoritms, vol. 41, no. 4, pp. 327–338. https://doi.org/10.1007/s11075-006-9015-9
- Soleymani, F. (2011). Computing simple roots by a sixth order iterative method. J. Pure and Appl. Maths., vol. 69, no. 1, pp. 41–48.
- Virchenko, N. A., Lyashko, I., & Shvetsov, K. I. (1979). Grafiki funktsiy. Spravochnik [Graphs of functions. Handbook]. Kiev: Naukova dumka, 320 p.
- Thukral, R. (2012). New family higher order Steffensen-type methods for solving nonlinear equations. Modern Methods in Numerical Maths., vol. 3, no. 1, pp. 1–10.
- Soleymani, F. & Sharifi, M. (2009). A new derivative-free quasi-Secant algorithm for solving non-linear equations. J. Math. Comp., Phys. Electr. and Computer Eng., vol. 3, no. 7, pp. 554–556.
Received 02 March 2016
Published 30 March 2016